Asymmetric tail dependence between green bonds and other asset classes
Linh Pham, Canh Phuc Nguyen
| Year of publication: |
2021
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|---|---|
| Authors: | Pham, Linh ; Nguyen Phuc Canh |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 50.2021, p. 1-19
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| Subject: | Cross-quantilograms | Green bonds | Quantile dependence | Anleihe | Bond | Nachhaltige Kapitalanlage | Sustainable investment | Rentenmarkt | Bond market | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.gfj.2021.100669 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013365677