How do composite and categorical economic policy uncertainties affect the long-term correlation between China's stock and conventional green bond markets?
Yaoqi Guo, Yiwen Deng, Hongwei Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Guo, Yaoqi ; Deng, Yiwen ; Zhang, Hongwei |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 57.2023, p. 1-9
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| Subject: | Conventional/Green bond | DCC-MIDAS | Economic policy uncertainty | Long-term correlation | Stock | China | Wirtschaftspolitik | Economic policy | Rentenmarkt | Bond market | Korrelation | Correlation | Risiko | Risk | Anleihe | Bond | Aktienmarkt | Stock market | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104148 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014505910