Price connectedness between green bond and financial markets
Sign Up to like & getrecommendations! Published in 2020 at "Economic Modelling"
DOI: 10.1016/j.econmod.2019.09.004
Abstract: Abstract We study price connectedness between the green bond and financial markets using a structural vector autoregressive (VAR) model that captures direct and indirect transmission of financial shocks across markets. Using heteroskedasticity to identify the… read more here.
Keywords: connectedness green; bond; bond financial; green bond ... See more keywords