Dynamic connectedness between China green bond, carbon market and traditional financial markets: Evidence from quantile connectedness approach-Reference-Cited by-同舟云学术

Dynamic connectedness between China green bond, carbon market and traditional financial markets: Evidence from quantile connectedness approach

Published:2023-12 Issue: Volume:58 Page:104473
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Zhang He,Gong Zhenting^ORCID,Yang Yunglieh,Chen Fan^ORCID

Publisher

Elsevier BV

Subject

Finance

Reference26 articles.

1. Quantile connectedness: Modeling tail behavior in the topology of financial networks;Ando;Manag. Sci.,2022

2. Dynamical linkages between the brent oil price and stock markets in brics using quantile connectedness approach;Chang;Finance Res. Lett.,2023

3. Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach;Chatziantoniou;Econ. Lett.,2021

4. Identifying risk transmission in carbon market with energy, commodity and financial markets: Evidence from time-frequency and extreme risk spillovers;Chen;Front. Energy Res.,2022

5. Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis;Dai;Energy Econ.,2023

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