Is it risky to go green? A volatility analysis of the green bond market
Author:
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous),Finance,Business and International Management
Link
http://www.tandfonline.com/doi/pdf/10.1080/20430795.2016.1237244
Reference37 articles.
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3. Generalized autoregressive conditional heteroskedasticity
4. Estimation and decomposition of downside risk for portfolios with non-normal returns
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