Dynamic connectedness of China's green bonds and asset classes
Year of publication: |
2022
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Authors: | Qi, Xiaohong ; Zhang, Guofu |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 63.2022, p. 1-15
|
Subject: | Financial assets | Green bonds | TVP-VAR connectedness | Wavelets | China | Anleihe | Bond | Nachhaltige Kapitalanlage | Sustainable investment | Rentenmarkt | Bond market | Unternehmensanleihe | Corporate bond | Finanzmarkt | Financial market | Portfolio-Management | Portfolio selection |
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