Examining time–frequency quantile dependence between green bond and green equity markets
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DOI: 10.1186/s40854-024-00641-3
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More about this item
Keywords
Green bond; Green equity; Frequency connectedness; Quantile dependency; Diversification;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q01 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Sustainable Development
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