---
title: Downside Risk and Its Drivers in China’s Securities Markets: Does Greenness Make Bonds A Safer Haven?
url: https://www.ml-quant.com/papers/ssrn/4836928/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4836928
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4836928
featured: 2024-05-22
citations: 0
topic: Macro-Finance & Rates
---


# Downside Risk and Its Drivers in China’s Securities Markets: Does Greenness Make Bonds A Safer Haven?

The paper presents a new risk assessment model for financial markets, demonstrating that green bond markets are riskier than non-green ones using Chinese data.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4836928
- Identifier: SSRN 4836928
- Released: 2024-05-22
- First featured: Quant Letter No. 50 (2024-05-22): https://www.ml-quant.com/issues/2024-05-22/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Macro-Finance & Rates

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