“My Name Is Bond. Green Bond.” Informational Efficiency of Climate Finance Markets
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More about this item
Keywords
green bonds; efficient market hypothesis; fractional integration;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
- Q31 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Nonrenewable Resources and Conservation - - - Demand and Supply; Prices
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2024-05-06 (Energy Economics)
- NEP-ENV-2024-05-06 (Environmental Economics)
- NEP-FDG-2024-05-06 (Financial Development and Growth)
- NEP-FMK-2024-05-06 (Financial Markets)
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