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Network connectedness of green bonds and asset classes

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1 Published in 2020 at "Energy Economics"

DOI: 10.1016/j.eneco.2019.104629

Abstract: We identify network connectedness between green bonds and different asset classes over different investment horizons in the EU and US asset markets. We first focus on dynamic correlations between green bond and asset class price… read more here.

Keywords: connectedness; green bonds; network connectedness; connectedness green ... See more keywords