Green bonds and traditional and emerging investments: Understanding connectedness during crises

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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...

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Bibliographic Details
Main Authors:	Xu, D., Hu, Y., Corbet, S., Hou, Y., Oxley, Leslie
Format:	Journal Article
Published:	Elsevier 2024
Online Access:	http://hdl.handle.net/20.500.11937/97471

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