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


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.

SUBMITTER: Apergis N 

PROVIDER: S-EPMC9904856 | biostudies-literature | 2023 Mar

REPOSITORIES: biostudies-literature

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

Apergis Nicholas N  

Economics letters 20230208


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. ...[more]

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