Dynamic connectedness, asymmetric risk spillovers, and hedging performance of China's green bonds
Yuanyuan Man, Sunpei Zhang, Jianing Liu
| Year of publication: |
2023
|
|---|---|
| Authors: | Man, Yuanyuan ; Zhang, Sunpei ; Liu, Jianing |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 56.2023, p. 1-11
|
| Subject: | Asymmetric extreme spillovers | China | Dynamic connectedness | Green bonds | Hedging performance | Hedging | Spillover-Effekt | Spillover effect | Anleihe | Bond | Nachhaltige Kapitalanlage | Sustainable investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104083 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014473615