Risk Connectedness Between Green and Conventional Assets with Portfolio Implications

The increasing concerns of investors toward green bonds and their appealing nature of diversification has motivated the current research to study the risk connectedness between green and conventional assets spanning from August 2014 to December 2020. We first estimate the dynamic equi-correlations t...

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Detalles Bibliográficos
Autores principales: Naeem, Muhammad Abubakr, Karim, Sitara, Tiwari, Aviral Kumar
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9362332/
https://www.ncbi.nlm.nih.gov/pubmed/35966025
http://dx.doi.org/10.1007/s10614-022-10296-w

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9362332/
https://www.ncbi.nlm.nih.gov/pubmed/35966025
http://dx.doi.org/10.1007/s10614-022-10296-w

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