Green bonds and traditional and emerging investments: Understanding connectedness during crises
This paper investigates dynamic connectedness between US green bonds and major implied volatility indices from stock, crude oil, gold, exchange rate and cryptocurrency markets through the application of a novel TVP-VAR frequency connectedness approach of Chatziantoniou et al. (2023) for the first ti...
| Main Authors: | , , , , |
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| Format: | Journal Article |
| Published: |
Elsevier
2024
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| Online Access: | http://hdl.handle.net/20.500.11937/97471 |