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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Veröffentlicht in:	Finance research letters Jg. 49; S. 103120
Hauptverfasser:	Mensi, Walid, Shafiullah, Muhammad, Vo, Xuan Vinh, Kang, Sang Hoon
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Elsevier Inc 01.10.2022
Schlagworte:	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
Online-Zugang:	Volltext
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