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

Nicholas Apergis ()

Economics Letters, 2023, vol. 224, issue C

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: COVID19; Green and conventional bonds; Connectedness (search for similar items in EconPapers)
JEL-codes: G12 Q54 (search for similar items in EconPapers)
Date: 2023
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000514

DOI: 10.1016/j.econlet.2023.111026

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