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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...
Autores principales: | , , , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier Ltd.
2022
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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 |