A memory in the bond : green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
Tapas Mishra, Donghyun Park, Mamata Parhi, Gazi Salah Uddin, Shu Tian
| Year of publication: |
2023
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|---|---|
| Authors: | Mishra, Tapas ; Park, Donghyun ; Parhi, Mamata ; Uddin, Mohammed Gazi Salah ; Tian, Shu |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 121.2023, p. 1-15
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| Subject: | Fractionally cointegrated VAR | Green bond | Long memory error corrections | S&P sectoral performance | Kointegration | Cointegration | Anleihe | Bond | VAR-Modell | VAR model | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Rentenmarkt | Bond market | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106652 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014438770