The connectedness between green and conventional bond yields during the COVID-19 crisis: The role of the vaccination process

This study explores the role of COVID-19 in the connectedness between green and conventional bonds. The findings document spillovers from conventional to green bonds. The results imply that the new green bond market cannot be ignored during a stressful period.

Detalles Bibliográficos
Autor principal: Apergis, Nicholas
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9904856/
https://www.ncbi.nlm.nih.gov/pubmed/36778077
http://dx.doi.org/10.1016/j.econlet.2023.111026
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author Apergis, Nicholas
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description This study explores the role of COVID-19 in the connectedness between green and conventional bonds. The findings document spillovers from conventional to green bonds. The results imply that the new green bond market cannot be ignored during a stressful period.
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spelling pubmed-99048562023-02-08 The connectedness between green and conventional bond yields during the COVID-19 crisis: The role of the vaccination process Apergis, Nicholas Econ Lett Article This study explores the role of COVID-19 in the connectedness between green and conventional bonds. The findings document spillovers from conventional to green bonds. The results imply that the new green bond market cannot be ignored during a stressful period. Elsevier B.V. 2023-03 2023-02-08 /pmc/articles/PMC9904856/ /pubmed/36778077 http://dx.doi.org/10.1016/j.econlet.2023.111026 Text en © 2023 Elsevier B.V. All rights reserved. Since January 2020 Elsevier has created a COVID-19 resource centre with free information in English and Mandarin on the novel coronavirus COVID-19. The COVID-19 resource centre is hosted on Elsevier Connect, the company's public news and information website. Elsevier hereby grants permission to make all its COVID-19-related research that is available on the COVID-19 resource centre - including this research content - immediately available in PubMed Central and other publicly funded repositories, such as the WHO COVID database with rights for unrestricted research re-use and analyses in any form or by any means with acknowledgement of the original source. These permissions are granted for free by Elsevier for as long as the COVID-19 resource centre remains active.
spellingShingle Article
Apergis, Nicholas
The connectedness between green and conventional bond yields during the COVID-19 crisis: The role of the vaccination process
title The connectedness between green and conventional bond yields during the COVID-19 crisis: The role of the vaccination process
title_full The connectedness between green and conventional bond yields during the COVID-19 crisis: The role of the vaccination process
title_fullStr The connectedness between green and conventional bond yields during the COVID-19 crisis: The role of the vaccination process
title_full_unstemmed The connectedness between green and conventional bond yields during the COVID-19 crisis: The role of the vaccination process
title_short The connectedness between green and conventional bond yields during the COVID-19 crisis: The role of the vaccination process
title_sort connectedness between green and conventional bond yields during the covid-19 crisis: the role of the vaccination process
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9904856/
https://www.ncbi.nlm.nih.gov/pubmed/36778077
http://dx.doi.org/10.1016/j.econlet.2023.111026
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