Asymmetric relationship between green bonds and commodities : evidence from extreme quantile approach
Muhammad Abubakr Naeem, Thi Thu Ha Nguyen, Rabindra Nepal, Quang-Thanh Ngo, Farhad Taghizadeh–Hesary
| Year of publication: |
2021
|
|---|---|
| Authors: | Naeem, Muhammad Abubakr ; Nguyen Thi Thu Ha ; Nepal, Rabindra ; Ngo, Quang Thanh ; Taghizadeh-Hesary, Farhad |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 43.2021, p. 1-12
|
| Subject: | Commodities | Cross-quantilogram | Diversification | Green bonds | Anleihe | Bond | Nachhaltige Kapitalanlage | Sustainable investment | Diversifikation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.101983 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014632434