Dynamic spillovers between uncertainties and green bond markets in the US, Europe, and China : evidence from the quantile VAR framework
Shaobo Long, Hao Tian, Zixuan Li
| Year of publication: |
2022
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|---|---|
| Authors: | Long, Shaobo ; Tian, Hao ; Li, Zixuan |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 84.2022, p. 1-18
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| Subject: | Connectedness | Green bonds | Risk spillover | Uncertainty | China | Spillover-Effekt | Spillover effect | Risiko | Risk | Rentenmarkt | Bond market | Anleihe | Bond | EU-Staaten | EU countries | Nachhaltige Kapitalanlage | Sustainable investment | VAR-Modell | VAR model | Volatilität | Volatility | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102416 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013472927