Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation

Author:

Xu Danyang,Hu YangORCID,Corbet ShaenORCID,Lang Chunlin

Publisher

Elsevier BV

Reference82 articles.

1. Extreme connectedness between green bonds, government bonds, corporate bonds and other asset classes: Insights for portfolio investors;Abakah;J. Risk Financ. Manage.,2022

2. Financing the green projects: Market efficiency and volatility persistence of green versus conventional bonds, and the comparative effects of health and financial crises;Adekoya;Int. Rev. Financ. Anal.,2021

3. Understanding the FTX exchange collapse: A dynamic connectedness approach;Akyildirim;Finance Res. Lett.,2023

4. Distribution of the kurtosis statistic b2 for normal samples;Anscombe;Biometrika,1983

5. Measuring the frequency dynamics of financial connectedness and systemic risk;Baruník;J. Financ. Econom.,2018

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