Dynamic spillovers between uncertainties and green bond markets in the US, Europe, and China : evidence from the quantile VAR framework
Year of publication: |
2022
|
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Authors: | Long, Shaobo ; Tian, Hao ; Li, Zixuan |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 84.2022, p. 1-18
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Subject: | Connectedness | Green bonds | Risk spillover | Uncertainty | Spillover-Effekt | Spillover effect | Risiko | Risk | China | Rentenmarkt | Bond market | EU-Staaten | EU countries | Anleihe | Bond | VAR-Modell | VAR model | Schätzung | Estimation |
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