Testing for Persistence in German Green and Brown Stock Market Indices
Year of publication: |
2024
|
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Authors: | Caporale, Guglielmo Maria ; Gil-Alana, Luis Alberiko ; Solarin, Sakiru A. ; Yaya, OlaOluwa S. |
Publisher: |
Munich : CESifo GmbH |
Subject: | green stocks | brown stocks | fractional integration persistence | Covid-19 pandemic | Germany |
Series: | CESifo Working Paper ; 11207 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1895536359 [GVK] hdl:10419/301333 [Handle] RePec:ces:ceswps:_11207 [RePEc] |
Classification: | C22 - Time-Series Models ; G10 - General Financial Markets. General ; Q50 - Environmental Economics. General |
Source: |
-
Testing for persistence in German green and brown stock market indices
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Testing for persistence in German green and brown stock market indices
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