Did COVID-19 Impact the Connectedness Between Green Bonds and Other Financial Markets? Evidence From Time-Frequency Domain With Portfolio Implications

Did COVID-19 Impact the Connectedness Between Green Bonds and Other Financial Markets? Evidence From Time-Frequency Domain With Portfolio Implications

COVID-19 has morphed from a health crisis to an economic crisis that affected the global economy through several channels. This paper aims to study the impact of COVID-19 on the time-frequency connectedness between Green Bonds and other financial assets. Our sample includes the global stock market,...

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Bibliographic Details
Main Authors: Muhammad Abubakr Naeem, Imen Mbarki, Majed Alharthi, Abdelwahed Omri, Syed Jawad Hussain Shahzad
Format: Article
Language:English
Published: Frontiers Media S.A. 2021-05-01
Series:Frontiers in Environmental Science
Subjects:
COVID19
green bonds
network connectedness
time and frequency domain
hedging effectiveness
Online Access:https://www.frontiersin.org/articles/10.3389/fenvs.2021.657533/full

Internet

https://www.frontiersin.org/articles/10.3389/fenvs.2021.657533/full

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