Flight-to-quality or not? Evidence from China’s green bond and green equity markets during COVID-19 crisis-Reference-Cited by-同舟云学术

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Flight-to-quality or not? Evidence from China’s green bond and green equity markets during COVID-19 crisis

Published:2022-06-02 Issue: Volume: Page:1-7
ISSN:1350-4851
Container-title:Applied Economics Letters
language:en
Short-container-title:Applied Economics Letters

Author:

Hau Liya¹²,Zhu Huiming³^ORCID,Sun Wuqin²,Yu Keming⁴

Affiliation:

1. Business School, Ningbo University, Ningbo, China

2. Ningbo Institute of Technology, Zhejiang University, Ningbo, China

3. College of Business Administration, Hunan University, Changsha, China

4. Department of Mathematics, Brunel University London, England

Funder

Philosophy and Social Science Foundation of Zhejiang Province

Social Science Research Base Project in Ningbo

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/13504851.2022.2083059

Reference24 articles.

1. Flights and contagion—An empirical analysis of stock–bond correlations

2. A test for independence based on the correlation dimension

3. COVID-19 and the forward-looking stock-bond return relationship

4. The impacts of liquidity measures and credit rating on corporate bond yield spreads: evidence from China’s green bond market

5. Asymmetry in return and volatility spillover between equity and bond markets in Australia

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Contagion between investor sentiment and green bonds in China during the global uncertainties;International Review of Economics & Finance;2024-06

2. Climate policy uncertainty and the green bond market: fresh insights from the QARDL model;Applied Economics Letters;2023-10-30

3. Analysis of Dynamic Connectedness Relationships among Clean Energy, Carbon Emission Allowance, and BIST Indexes;Sustainability;2023-03-30

4. Investigating Factors Affecting Institutional Investors’ Green Bond Investments: Cases for Beijing and Shenzhen;Sustainability;2023-03-09

5. OIL PRICE SHOCKS, ECONOMIC POLICY UNCERTAINTY, AND GREEN FINANCE: A CASE OF CHINA;Technological and Economic Development of Economy;2022-12-19

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