Green Investments Under Uncertainty : - A cross-quantilogram approach
In this study, we analyze the quantile dependence for green bond returns and renewable energy stock returns with three major asset classes: corporate bonds, stocks and oil. Furthermore, we control the dependence structure for technology, uncertainties as well as lag structures and time-varying effec...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
Linköpings universitet, Nationalekonomi
2019
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-158100 |