Risk connectedness between green and conventional assets with portfolio implications
Muhammad Abubakr Naeem, Sitara Karim, Aviral Kumar Tiwari
| Year of publication: |
2023
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|---|---|
| Authors: | Naeem, Muhammad Abubakr ; Sitara Karim ; Tiwari, Aviral Kumar |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 62.2023, 2, p. 609-637
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| Subject: | Conventional assets | DECO-GARCH | Green assets | Risk connectedness |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-022-10296-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014382740