Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets : a quantile connectedness analysis
Rabeh Khalfaoui, Salma Mefteh-Wali, Buhari Dogan, Sudeshna Ghosh
| Year of publication: |
2023
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|---|---|
| Authors: | Khalfaoui, Rabeh ; Mefteh-Wali, Salma ; Dogan, Buhari ; Ghosh, Sudeshna |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 86.2023, p. 1-22
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| Subject: | Cryptocurrency | COVID-19 news-related indexes, network analysis | Green bond | Quantile regression | Time-frequency connectedness | Coronavirus | Spillover-Effekt | Spillover effect | Virtuelle Währung | Virtual currency | Welt | World | Anleihe | Bond | Rentenmarkt | Bond market | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102496 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014248405