Tail risk dependence, co-movement and predictability between green bond and green stocks
Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, OlaOluwa Simon Yaya and Kingsley Opoku Appiah
| 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 | Nachhaltige Kapitalanlage | Sustainable investment | Börsenkurs | Share price | Welt | World | Aktienmarkt | Stock market | Unternehmensanleihe | Corporate bond | Rentenmarkt | Bond market | Umweltökonomik | Environmental economics |
| Description of contents: | Description [tandfonline.com] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2085869 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013494416