Do the green bonds overreact to the COVID-19 pandemic?

Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses

(2022) Oluwasegun B. Adekoya et al.   RESOURCES POLICY

UNIT ROOT TEST WITH HIGH-FREQUENCY DATA

(2021) Sébastien Laurent et al.   ECONOMETRIC THEORY

Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis

(2021) Muhammad Abubakr Naeem et al.   ENERGY POLICY

COVID-19 and time-frequency connectedness between green and conventional financial markets

(2021) Muhammad Arif et al.   Global Finance Journal

The impacts of the COVID-19 pandemic on China's green bond market

(2021) Xing Yi et al.   Finance Research Letters

Volatility estimation and jump detection for drift–diffusion processes

(2020) Sébastien Laurent et al.   JOURNAL OF ECONOMETRICS

Business as unusual: The implications of fossil divestment and green bonds for financial flows, economic growth and energy market

(2018) Solveig Glomsrød et al.   Energy for Sustainable Development

On the network topology of variance decompositions: Measuring the connectedness of financial firms

(2014) Francis X. Diebold et al.   JOURNAL OF ECONOMETRICS