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A Bayesian analysis based on multivariate stochastic volatility model: evidence from green stocks
Green stocks are companies environmental protective and friendly. We test Green stock index in Shanghai Stock Exchange and China Securities Index as safe-havens for global investors. Suitable multivariate-SV model and Bayesian method are used to estimate the spillover effect between different assets...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2022
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9702865/ https://www.ncbi.nlm.nih.gov/pubmed/36467965 http://dx.doi.org/10.1007/s10878-022-00936-0 |