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Sponsored Artificial Intelligence: A Modern Approach, Global Edition Artificial Intelligence: A Modern Approach, Global Edition

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Mehwish Zafar

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Open access Sep 2026

New Frontiers in Sustainable Finance: Asymmetric Risk Connectedness of Green Bonds with Global Financial Markets

Purpose: This paper explores the asymmetric and state-dependent dependence relationship of the S&P Green Bond Index with six international markets and assesses whether such dependence patterns are correlated with the risk-reduction benefit associated with holding a green bond portfolio.Design/Methodology: The analysis...

Azhar Hussain, Mehwish Zafar, Waqas Khan · 0 citations

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