Tail risk dependence, co-movement and predictability between green bond and green stocks
Year of publication: |
2023
|
---|---|
Authors: | Tiwari, Aviral Kumar ; Abakah, Emmanuel Joel Aikins ; Yaya, OlaOluwa S. ; Appiah, Kingsley Opoku |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 55.2023, 2, p. 201-222
|
Subject: | cross-Quantilogram correlation | environmental securities | Green bond | wavelets scalogram | Anleihe | Bond | Korrelation | Correlation | Aktienmarkt | Stock market | Nachhaltige Kapitalanlage | Sustainable investment | Umweltschutz | Environmental protection | Zustandsraummodell | State space model |
Description of contents: | Description [tandfonline.com] |
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