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Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19

Against the backdrop of the COVID-19 pandemic, the study explores the hedging and safe-haven potential of green bonds for conventional equity, fixed income, commodity, and forex investments. We employ the cross-quantilogram approach to understand better the dynamic relationship between two assets un...

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Detalles Bibliográficos
Autores principales: Arif, Muhammad, Naeem, Muhammad Abubakr, Farid, Saqib, Nepal, Rabindra, Jamasb, Tooraj
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9352191/
https://www.ncbi.nlm.nih.gov/pubmed/35945949
http://dx.doi.org/10.1016/j.enpol.2022.113102