Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets-Reference-Cited by-同舟云学术

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Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets

Published:2024-05 Issue: Volume:93 Page:103198
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Zhao Mingguo,Park Hail

Publisher

Elsevier BV

Reference68 articles.

1. Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies;Aharon;Financial Innovation,2021

2. Connectedness of energy markets around the world during the COVID-19 pandemic;Akyildirim;Energy Economics,2022

3. Quantile connectedness: Modeling tail behavior in the topology of financial networks;Ando;Management Science,2022

4. The connectedness between green and conventional bond yields during the COVID-19 crisis: The role of the vaccination process;Apergis;Economics Letters,2023

5. Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19;Arif;Energy Policy,2022

Cited by 4 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. Mitigating digital market risk with conventional, green, and Islamic bonds: Fresh insights from new hybrid deep learning models;Finance Research Letters;2024-10

2. Dynamic dependence between quantum computing stocks and Bitcoin: Portfolio strategies for a new era of asset classes;International Review of Financial Analysis;2024-10

3. How do risk shocks reshape the spillovers among the oil, gold, emerging, and developed markets? Evidence from a new TVP-VAR-based wavelet coherence framework;Applied Economics;2024-08-08

4. Cryptocurrency: A new player or a new crisis in financial markets? —— Evolutionary analysis of association and risk spillover based on network science;Physica A: Statistical Mechanics and its Applications;2024-08

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