Matches in SemOpenAlex for { <https://semopenalex.org/work/W4221124411> ?p ?o ?g. }
- W4221124411 endingPage "102125" @default.
- W4221124411 startingPage "102125" @default.
- W4221124411 abstract "We examine the impacts of the COVID-19 pandemic and global risk factors on the upside and downside price spillovers of MSCI global, building, financial, industrial, and utility green bonds (GBs). Using copulas, CoVaR, and quantile regression approaches, we show symmetric tail dependence between MSCI global GB and both building and utility GBs. Moreover, the upper tail dependence between MSCI global GB and financial GB intensified during COVID-19. We find asymmetric risk spillovers from MSCI global GB to the remaining GBs. Finally, the COVID-19 spread, the Citi macro risk index, and the financial condition index contribute positively to the quantiles' risk spillovers. The spillover index method shows significant dynamic volatility spillovers from global GB to GB sectors that intensify during the pandemic outbreak, except for financial GB. The causality-in-mean and in-variance from COVID-19, Citi macro risk index, and US financial condition index to the downside and upside spillover effects are sensitive to quantiles" @default.
- W4221124411 created "2022-04-03" @default.
- W4221124411 creator A5001100407 @default.
- W4221124411 creator A5008279816 @default.
- W4221124411 creator A5021863807 @default.
- W4221124411 date "2022-05-01" @default.
- W4221124411 modified "2023-10-13" @default.
- W4221124411 title "Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond" @default.
- W4221124411 cites W1866021196 @default.
- W4221124411 cites W1979575715 @default.
- W4221124411 cites W1987335427 @default.
- W4221124411 cites W1993002445 @default.
- W4221124411 cites W2014930918 @default.
- W4221124411 cites W2017332597 @default.
- W4221124411 cites W2039734130 @default.
- W4221124411 cites W2044498584 @default.
- W4221124411 cites W2093534945 @default.
- W4221124411 cites W2094524945 @default.
- W4221124411 cites W2100273878 @default.
- W4221124411 cites W2132874737 @default.
- W4221124411 cites W2166422272 @default.
- W4221124411 cites W2265554768 @default.
- W4221124411 cites W2286164342 @default.
- W4221124411 cites W2328820332 @default.
- W4221124411 cites W2806486862 @default.
- W4221124411 cites W2885080652 @default.
- W4221124411 cites W2905488820 @default.
- W4221124411 cites W2972458016 @default.
- W4221124411 cites W3000311110 @default.
- W4221124411 cites W3003881918 @default.
- W4221124411 cites W3009065237 @default.
- W4221124411 cites W3022647732 @default.
- W4221124411 cites W3026117698 @default.
- W4221124411 cites W3038942251 @default.
- W4221124411 cites W3082998442 @default.
- W4221124411 cites W3118933839 @default.
- W4221124411 cites W3121248168 @default.
- W4221124411 cites W3121899577 @default.
- W4221124411 cites W3123381843 @default.
- W4221124411 cites W3123643827 @default.
- W4221124411 cites W3125188300 @default.
- W4221124411 cites W3125380794 @default.
- W4221124411 cites W3126146309 @default.
- W4221124411 cites W3128873853 @default.
- W4221124411 cites W3147762306 @default.
- W4221124411 cites W3162186564 @default.
- W4221124411 cites W3168402951 @default.
- W4221124411 cites W3186068079 @default.
- W4221124411 cites W3198006961 @default.
- W4221124411 cites W3213477888 @default.
- W4221124411 cites W3215020771 @default.
- W4221124411 cites W4241653265 @default.
- W4221124411 cites W4242129407 @default.
- W4221124411 cites W4246715751 @default.
- W4221124411 cites W4297688533 @default.
- W4221124411 cites W4376848389 @default.
- W4221124411 doi "https://doi.org/10.1016/j.irfa.2022.102125" @default.
- W4221124411 hasPubMedId "https://pubmed.ncbi.nlm.nih.gov/36531212" @default.
- W4221124411 hasPublicationYear "2022" @default.
- W4221124411 type Work @default.
- W4221124411 citedByCount "17" @default.
- W4221124411 countsByYear W42211244112022 @default.
- W4221124411 countsByYear W42211244112023 @default.
- W4221124411 crossrefType "journal-article" @default.
- W4221124411 hasAuthorship W4221124411A5001100407 @default.
- W4221124411 hasAuthorship W4221124411A5008279816 @default.
- W4221124411 hasAuthorship W4221124411A5021863807 @default.
- W4221124411 hasBestOaLocation W42211244111 @default.
- W4221124411 hasConcept C106159729 @default.
- W4221124411 hasConcept C118671147 @default.
- W4221124411 hasConcept C136764020 @default.
- W4221124411 hasConcept C139719470 @default.
- W4221124411 hasConcept C149782125 @default.
- W4221124411 hasConcept C162324750 @default.
- W4221124411 hasConcept C2776719154 @default.
- W4221124411 hasConcept C2777382242 @default.
- W4221124411 hasConcept C2780821815 @default.
- W4221124411 hasConcept C41008148 @default.
- W4221124411 hasConcept C55527203 @default.
- W4221124411 hasConcept C556758197 @default.
- W4221124411 hasConcept C63817138 @default.
- W4221124411 hasConcept C91602232 @default.
- W4221124411 hasConceptScore W4221124411C106159729 @default.
- W4221124411 hasConceptScore W4221124411C118671147 @default.
- W4221124411 hasConceptScore W4221124411C136764020 @default.
- W4221124411 hasConceptScore W4221124411C139719470 @default.
- W4221124411 hasConceptScore W4221124411C149782125 @default.
- W4221124411 hasConceptScore W4221124411C162324750 @default.
- W4221124411 hasConceptScore W4221124411C2776719154 @default.
- W4221124411 hasConceptScore W4221124411C2777382242 @default.
- W4221124411 hasConceptScore W4221124411C2780821815 @default.
- W4221124411 hasConceptScore W4221124411C41008148 @default.
- W4221124411 hasConceptScore W4221124411C55527203 @default.
- W4221124411 hasConceptScore W4221124411C556758197 @default.
- W4221124411 hasConceptScore W4221124411C63817138 @default.
- W4221124411 hasConceptScore W4221124411C91602232 @default.
- W4221124411 hasLocation W42211244111 @default.
- W4221124411 hasLocation W42211244112 @default.