Multifractal cross-correlations between green bonds and financial assets
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DOI: 10.1016/j.frl.2022.103603
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- Hau, Liya & Yang, Xiaomei & Zhang, Yongmin, 2024. "Multiscale quantile dependence between China's green bond and green equity: Fresh evidence from higher-order moment perspective," International Review of Financial Analysis, Elsevier, vol. 95(PB).
- Kristjanpoller, Werner & Nekhili, Ramzi & Bouri, Elie, 2024. "Blockchain ETFs and the cryptocurrency and Nasdaq markets: Multifractal and asymmetric cross-correlations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 637(C).
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Keywords
Green bonds; Bond and equity sector indices; Multifractality; Cross-correlation; Complexity;All these keywords.
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