... conventional or green bonds in both short- and long-run scenarios. Finally, while examining the variation of dynamic multiplier adjustments for the green attention index and green and conventional bonds, we concluded that the effect of a negative shock in green and conventional bonds dominates...

... across the conditional distribution of sustainable stock returns. This method allows for the examination of tail behaviors and state-dependent sensitivities of green assets, using France's sustainable stock index as the focal point. Findings *Green bonds positively contribute to sustainable stock...