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COVID-19 and time-frequency connectedness between green and conventional financial markets
Against the backdrop of the exponentially growing trend in green finance investments and the calls for green recovery in the post-COVID world, this study presents the time-frequency connectedness between green and conventional financial markets by using the spillover models of Diebold and Yilmaz (20...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2021
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9760006/ https://www.ncbi.nlm.nih.gov/pubmed/38013691 http://dx.doi.org/10.1016/j.gfj.2021.100650 |