Price connectedness between green bond and financial markets
Year of publication: |
2020
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Authors: | Reboredo, Juan Carlos ; Ugolini, Andrea |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 88.2020, p. 25-38
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Subject: | Green bonds | Financial markets | Price spillovers | Structural VAR | Finanzmarkt | Financial market | Anleihe | Bond | Rentenmarkt | Bond market | Spillover-Effekt | Spillover effect | VAR-Modell | VAR model | Theorie | Theory |
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