Does economic policy uncertainty affect green bond markets? : evidence from wavelet-based quantile analysis
Ping Wei, Yinshu Qi, Xiaohang Ren, and Kun Duan
| Year of publication: |
2022
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| Authors: | Wei, Ping ; Qi, Yinshu ; Ren, Xiaohang ; Duan, Kun |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 58.2022, 15, p. 4375-4388
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| Subject: | COVID-19 | economic policy uncertainty | Green bond | quantile methods | wavelet analysis | Wirtschaftspolitik | Economic policy | Anleihe | Bond | Coronavirus | Wirkungsanalyse | Impact assessment | Risiko | Risk | Schätzung | Estimation | Rentenmarkt | Bond market | Zustandsraummodell | State space model | Volatilität | Volatility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2022.2069487 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013463067