Dependence structure and dynamic connectedness between green bonds and financial markets : fresh insights from time-frequency analysis before and during COVID-19 pandemic
Year of publication: |
2022
|
---|---|
Authors: | Elsayed, Ahmed H. ; Naifar, Nader ; Nasreen, Samia ; Tiwari, Aviral Kumar |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 107.2022, p. 1-24
|
Subject: | Green bonds | Connectedness | Financial markets | Portfolio diversification | Wavelet analysis | Finanzmarkt | Financial market | Coronavirus | Anleihe | Bond | Portfolio-Management | Portfolio selection | Internationaler Finanzmarkt | International financial market |
-
The effectiveness of catastrophe bonds in portfolio diversification
Mariani, Massimo, (2016)
-
Green bond home bias and the role of supply and sustainability preferences
Levels, Anouk, (2023)
-
Bond portfolio allocations in South Africa Emerging markets
Wang, Jinghua, (2016)
- More ...
-
Elsayed, Ahmed H., (2022)
-
Elsayed, Ahmed H., (2020)
-
Naifar, Nader, (2019)
- More ...