Spillovers and connectedness between green bond and stock markets in bearish and bullish market scenarios

•This study examines the quantile connectedness between eight green bonds and the S&P 500 index.•Green bonds and the S&P 500 index exhibit stronger connectedness during crises.•Green bonds are relatively less volatile during extraordinary events.•The quantile spillover largely originates fro...

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Vydané v:	Finance research letters Ročník 49; s. 103120
Hlavní autori:	Mensi, Walid, Shafiullah, Muhammad, Vo, Xuan Vinh, Kang, Sang Hoon
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier Inc 01.10.2022
Predmet:	COVID-19 Green bonds Quantile connectedness S&P 500 index S&P 500 index COVID-19 Green bonds Quantile connectedness G14
ISSN:	1544-6123, 1544-6131
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