Heterogeneous dependence among cryptocurrency, green bonds, and sustainable equity: New insights from Granger-causality in quantiles analysis
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference59 articles.
1. An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices;Abakah;Technological Forecasting and Social Change,2023
2. Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist?;Anwer;International Review of Economics & Finance,2023
3. Green bonds for sustainable development: Review of literature on development and impact of green bonds;Bhutta;Technological Forecasting and Social Change,2022
4. Do green bonds have environmental benefits?;Chang;Energy Economics,2022
5. Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors;Charfeddine;Economic Modelling,2020
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3. Analyzing time‐varying tail dependence between leveraged loan and debt markets in the U.S. economy;International Review of Finance;2023-11-30
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