Multiscale quantile dependence between China's green bond and green equity: Fresh evidence from higher-order moment perspective
Author:
Funder
National Natural Science Foundation of China
Publisher
Elsevier BV
Reference47 articles.
1. On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis;Ahmed;The Quarterly Review of Economics and Finance,2022
2. Does realized skewness predict the cross-section of equity returns?;Amaya;Journal of Financial Economics,2015
3. Time-varying relation between black and green bond price benchmarks: Macroeconomic determinants for the first decade;Broadstock;Finance Research Letters,2019
4. Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets;Chatziantoniou;Journal of Cleaner Production,2022
5. Going green: Do green bonds act as a hedge and safe haven for stock sector risk?;Chopra;Finance Research Letters,2023
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