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 |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 67.2024, 2, Art.-No. 105915, p. 1-10
|
Subject: | ADCC-GARCH | climate risks | QQ regressions | Stocks and bonds returns | Time-varying conditional correlation | US states | USA | United States | Klimawandel | Climate change | Kapitaleinkommen | Capital income | Risiko | Risk | Hedging | Kommunalobligation | Municipal bond | Korrelation | Correlation | Anleihe | Bond | Rentenmarkt | Bond market | Öffentliche Anleihe | Public bond | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Risikoprämie | Risk premium |
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