Can Green Bonds be a Safe Haven for Equity Investors?
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More about this item
Keywords
Green bonds; Contagion; Financial crisis; Markov-switching VAR;All these keywords.
JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models; Switching Regression Models
- Q56 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Environment and Development; Environment and Trade; Sustainability; Environmental Accounts and Accounting; Environmental Equity; Population Growth
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENV-2023-10-30 (Environmental Economics)
- NEP-FMK-2023-10-30 (Financial Markets)
- NEP-RMG-2023-10-30 (Risk Management)
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