Unraveling the multiscale comovement of green bonds and structural shocks : an oil-driven analysis
Mobeen Ur Rehman, Neeraj Nautiyal, Rami Zeitun, Xuan Vinh Vo, Wafa Ghardallou
| Year of publication: |
2024
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|---|---|
| Authors: | Ur Rehman, Mobeen ; Nautiyal, Neeraj ; Zeitun, Rami ; Xuan Vinh Vo ; Ghardallou, Wafa |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 72.2024, Art.-No. 102122, p. 1-24
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| Subject: | Green bonds | Oil shocks | VaR | Wavelets | Schock | Shock | Anleihe | Bond | VAR-Modell | VAR model | Ölpreis | Oil price | Zustandsraummodell | State space model | Nachhaltige Kapitalanlage | Sustainable investment | Schätzung | Estimation | Volatilität | Volatility | Rentenmarkt | Bond market |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102122 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014534803