• Geopolitical risk: An opportunity or a threat to the green bond market? 

      Liu, F.; Qin, C.; Qin, M.; Stefea, P.; Noreña Chávez, Diego Alonso (Elsevier, 2024)
      Acceso restringido
      Against the backdrop of growing political instability, the interaction between green bond prices (GBP) and geopolitical risk (GPR) has attracted widespread attention. By employing the rolling-window Granger causality method, ...
    • Towards Paris Climate Agreement goals: The essential role of green finance and green technology 

      Li, T.; Yue, X-G.; Qin, M.; Noreña Chávez, Diego Alonso (Elsevier, 2024)
      Probing the essential role of green finance (GF) and green technology (GT) is crucial to achieving the Paris Climate Agreement goals. The investigation utilises the wavelet-based quantile-on-quantile regression method ...
    • Uncertainty and Credit: The Chicken or the Egg Causality Dilemma 

      Su, C.W.; Lv, S.; Qin, M.; Noreña Chávez, Diego Alonso (Routledge, 2024)
      Acceso restringido
      This paper seeks to explore whether bank credit (BC) contains useful information for mitigating economic policy uncertainty (EPU). The results of the bootstrap rolling-window test show that EPU is an effective channel for ...