Funding liquidity risk and the volatility of U.S. municipal green bonds during the COVID-19 pandemic

Author:

Kocaarslan BarisORCID

Publisher

Elsevier BV

Subject

Finance

Reference46 articles.

1. Adhikari, R., & Agrawal, R.K. (2013). An introductory study on time series modeling and forecasting. arXiv preprint arXiv:1302.6613.

2. The green bonds premium puzzle: the role of issuer characteristics and third-party verification;Bachelet;Sustainability,2019

3. Financing the response to climate change: the pricing and ownership of US green bonds (No. W25194);Baker;Natl. Bureau Econ. Res.,2018

4. Measuring economic policy uncertainty;Baker;Q. J. Econ.,2016

5. Generalized autoregressive moving average models;Benjamin;J. Am. Stat. Assoc.,2003

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