Frequency connectedness and cross-quantile dependence between green bond and green equity markets
Linh Pham
| Year of publication: |
2021
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|---|---|
| Authors: | Pham, Linh |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 98.2021, p. 1-27
|
| Subject: | Green equity | Green bond | Frequency connectedness | Cross-quantile dependence | Anleihe | Bond | Nachhaltige Kapitalanlage | Sustainable investment | Aktienmarkt | Stock market | Unternehmensanleihe | Corporate bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2021.105257 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012873679