Green bond and financial markets : co-movement, diversification and price spillover effects
Year of publication: |
August 2018
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Authors: | Reboredo, Juan Carlos |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 74.2018, p. 38-50
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Subject: | Green bonds | Financial markets | Co-movements | Dependence | Price spillovers | Spillover-Effekt | Spillover effect | Finanzmarkt | Financial market | Anleihe | Bond | Preiskonvergenz | Price convergence | Aktienmarkt | Stock market | Rentenmarkt | Bond market | Volatilität | Volatility |
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