Extreme directional spillovers between investor attention and green bond markets

Author:

Pham Linh,Cepni OguzhanORCID

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference87 articles.

1. Corporate green bonds: Understanding the greenium in a two-factor structural model;Agliardi;Environmental and Resource Economics,2021

2. Quantile connectedness: Modelling tail behaviour in the topology of financial networks;Ando;Management Science,2022

3. Economic uncertainty and investor attention;Andrei;Available at SSRN,2021

4. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions;Antonakakis;Journal of Risk and Financial Management,2020

5. The green bonds premium puzzle: The role of issuer characteristics and third-party verification;Bachelet;Sustainability,2019

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