Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model-Reference-Cited by-同舟云学术

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Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model

Published:2024-10 Issue: Volume:95 Page:103461
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Wang Zhuqing^ORCID,Wang Xinyu^ORCID,Cheng Qiuying^ORCID,Shi Song

Funder

Humanities and Social Science Fund of Ministry of Education of the People's Republic of China

National Social Science Fund of China

Major Program of National Fund of Philosophy and Social Science of China

National Natural Science Foundation of China

Publisher

Elsevier BV

Reference78 articles.

1. Financing the green projects: Market efficiency and volatility persistence of green versus conventional bonds, and the comparative effects of health and financial crises;Adekoya;International Review of Financial Analysis,2021

2. Geopolitical risks and the oil-stock nexus over 1899–2016;Antonakakis;Finance Research Letters,2017

3. Measuring economic policy uncertainty;Baker;Q. J. Econ.,2016

4. Geopolitical risks and stock market dynamics of the BRICS;Balcilar;Economic Systems,2018

5. The green bond market: a potential source of climate finance for developing countries;Banga;Journal of Sustainable Finance & Investment,2019

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