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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Economic Society of Australia, Queensland. Published by Elsevier B.V.
2023
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| Materias: | |
| 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 |