The connectedness between green and conventional bond yields during the COVID-19 crisis: The role of the vaccination process.

Nicholas Apergis
Author Information
  1. Nicholas Apergis: Department of Banking and Financial Management, University of Piraeus, 80 Karaoli & Dimitriou, 18534 Piraeus, Greece.

Abstract

This study explores the role of COVID-19 in the connectedness between green and conventional bonds. The findings document spillovers from conventional to green bonds. The results imply that the new green bond market cannot be ignored during a stressful period.

Keywords

References

  1. Resour Policy. 2021 Mar;70:101898 [PMID: 34173426]
  2. Nat Med. 2021 Aug;27(8):1338-1339 [PMID: 34272500]
  3. Technol Forecast Soc Change. 2021 Jan;162:120382 [PMID: 33100414]
  4. Nat Commun. 2022 Jul 1;13(1):3801 [PMID: 35778396]
  5. Financ Res Lett. 2022 Oct;49:103095 [PMID: 36119916]
  6. Glob Financ J. 2021 Aug;49:100650 [PMID: 38013691]

Word Cloud

Created with Highcharts 10.0.0greenconventionalbondsroleCOVID-19connectednessbondstudyexploresfindingsdocumentspilloversresultsimplynewmarketignoredstressfulperiodyieldscrisis:vaccinationprocessCOVID19ConnectednessGreen

Similar Articles

Cited By

No available data.