Time-varying relation between black and green bond price benchmarks : macroeconomic determinants for the first decade
Year of publication: |
2019
|
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Authors: | Broadstock, David C. ; Cheng, Louis T. W. |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 29.2019, p. 17-22
|
Subject: | Green bonds | Time-varying correlations | Dynamic determinants | Market sentiment | Textual analysis | Anleihe | Bond | Nachhaltige Kapitalanlage | Sustainable investment | Korrelation | Correlation | Börsenkurs | Share price | Volatilität | Volatility | Deutschland | Germany |
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