Re-examining China and the u.s.'s respective green bond markets in extreme conditions : evidence from quantile connectedness
| Year of publication: |
2025
|
|---|---|
| Authors: | Wang, Mei-Chih ; Jiang, Peiyun ; Chang, Tsangyao |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 75.2025, 1, Art.-No. 102286, p. 1-27
|
| Subject: | Crude Oil | Equities | Green Bonds | Monetary Policy | Portfolio Management | Quantile Connectedness | Risk | China | Portfolio-Management | Portfolio selection | Rentenmarkt | Bond market | Anleihe | Bond | Welt | World | Geldpolitik | Monetary policy | Nachhaltige Kapitalanlage | Sustainable investment | Volatilität | Volatility |
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