Dynamic nonlinear connectedness between the green bonds, clean energy, and stock price: the impact of the COVID-19 pandemic

This paper uses weekly data from July 01, 2011 to July 09, 2021 to examine the dynamic nonlinear connectedness between the green bonds, clean energy, and stock price around the COVID-19 outbreak in the global markets. By building a time-varying parameter vector autoregression model (TVP-VAR), the co...

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Detalles Bibliográficos
Autores principales: Chai, Shanglei, Chu, Wenjun, Zhang, Zhen, Li, Zhilong, Abedin, Mohammad Zoynul
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Original Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8731207/
https://www.ncbi.nlm.nih.gov/pubmed/35013632
http://dx.doi.org/10.1007/s10479-021-04452-y

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8731207/
https://www.ncbi.nlm.nih.gov/pubmed/35013632
http://dx.doi.org/10.1007/s10479-021-04452-y

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