Can municipal bonds hedge US state-level climate risks?
Year of publication: |
[2024]
|
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Authors: | Polat, Onur ; Gupta, Rangan ; Cepni, Oguzhan ; Ji, Qiang |
Publisher: |
Pretoria, South Africa : Department of Economics, University of Pretoria |
Subject: | Stocks and bonds returns | Time-varying conditional correlation | ADCC-GARCH | Climate risks | QQ regressions | US states | USA | United States | Klimawandel | Climate change | Kapitaleinkommen | Capital income | Risiko | Risk | Hedging | Anleihe | Bond | Schätzung | Estimation | Korrelation | Correlation | Kommunalobligation | Municipal bond | ARCH-Modell | ARCH model | Rentenmarkt | Bond market | Öffentliche Anleihe | Public bond | CAPM | Regressionsanalyse | Regression analysis |
Extent: | 1 Online-Ressource (circa 15 Seiten) Illustrationen |
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Series: | Department of Economics working paper series. - Pretoria : Department of Economics, University of Pretoria, ZDB-ID 3031297-8. - Vol. 2024, 19 (April 2024) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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