On the connectedness between climate policy uncertainty, green bonds, and equity

This paper presents a first connectedness analysis using the novel Climate Policy Uncertainty Index (CUI) proposed by Gavriilidis (2021), Green equity and bonds (GE and GB – Green investments), and Dirty equity and bonds (DE and DB – dirty investments). Using data covering the years from 2007 to 20...

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Bibliographic Details

Published in:	Modern Finance
Main Authors:	David Y. Aharon, Ender Demir, Zaghum Umar
Format:	Article
Language:	English
Published:	Modern Finance Institute 2025-02-01
Subjects:	Climate risk uncertainty green investment green bonds green equity returns
Online Access:	https://mf-journal.com/article/view/230