Time-frequency co-movement and network connectedness between green bond and financial asset markets : evidence from multiscale TVP-VAR analysis
Zishan Huang, Huiming Zhu, Liya Hau, Xi Deng
| Year of publication: |
2023
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|---|---|
| Authors: | Huang, Zishan ; Zhu, Huiming ; Hau, Liya ; Deng, Xi |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 67.2023, p. 1-27
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| Subject: | Financial assets | Green bonds | Network connectedness | Time-frequency co-movement | TVP-VAR | Wavelet coherence | Anleihe | Bond | Finanzmarkt | Financial market | Portfolio-Management | Portfolio selection | Rentenmarkt | Bond market | Nachhaltige Kapitalanlage | Sustainable investment | Aktienmarkt | Stock market | Unternehmensnetzwerk | Business network |