Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis()

This paper examines frequency dynamic spillovers in return and volatility and the hedging ability of Green Bonds, gold, silver, oil, the US dollar index, and volatility index against downside US stock prices before and during the COVID-19 pandemic outbreak and for the short and long run. To do so, w...

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Detalles Bibliográficos
Autores principales: Mensi, Walid, Vo, Xuan Vinh, Ko, Hee-Un, Kang, Sang Hoon
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Economic Society of Australia, Queensland. Published by Elsevier B.V. 2023
Materias:
Modelling Economic Policy Issues
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9762043/
https://www.ncbi.nlm.nih.gov/pubmed/36570097
http://dx.doi.org/10.1016/j.eap.2022.12.010

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9762043/
https://www.ncbi.nlm.nih.gov/pubmed/36570097
http://dx.doi.org/10.1016/j.eap.2022.12.010

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