Is it risky to go green? A volatility analysis of the green bond market

By L. Pham. 2016

285 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Examining the Coordination Between Green Finance and Green Economy Aiming for Sustainable Development: A Case Study of China (2020, background): “Based on daily closing prices of the S&P Green Bond index, Pham (2016) [14] identified the fluctuations of the green bond market over the period 2010–2015.”
The green bond market: a potential source of climate finance for developing countries (2018, background): “Investors’ appetite for green bonds has therefore grown rapidly (Pham 2016), as they realize that climate change is a new investment return variable, which deserves significant attention (Mercer 2015).”
Green Bonds, Corporate Performance, and Corporate Social Responsibility (2019, methodology): “Pham studied the risks and price fluctuations of green bonds using a multivariate GARCH model [33], while Chiesa and Barua examined the factors affecting green bond issuance from the perspective of suppliers [34].”
Analyzing the Characteristics of Green Bond Markets to Facilitate Green Finance in the Post-COVID-19 World (2021, background): “[16,17] showed that the green bond market was more volatile and hence riskier than the conventional bond market.”
Frequency connectedness and cross-quantile dependence between green bond and green equity markets (2021, background): “Pham (2016) documents the relationship between green and conventional bonds and finds evidence of volatility clustering in these markets.”