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    • Green bond market and sentiment: is there a switching behaviour? 

      Piñeiro Chousa, Juan Ramón; López Cabarcos, María Ángeles; Sevic, Aleksandar (Elsevier, 2022)
      We examine the impact of Twitter sentiment on the returns of four selected bond indices via the selection of relevant threshold variables, such as the S&P 500 Index, the VIX, and the MSCI World Index. If overreaction or ...

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