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

C-Tier

Journal: Economics Letters

Year: 2023

Volume: 224

Issue: C

Authors (1)

Apergis, Nicholas (Vysoká Škola Ekonomická v Praz...)

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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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.

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

Authors (1)

Abstract

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