摘要 : We examine the impacts of the COVID-19 pandemic and global risk factors on the upside and downside price spillovers of MSCI global, building, financial, industrial, and utility green bonds (GBs). Using copulas, CoVaR, and quantile... 展开
作者 | Mensi~ Walid Rehman~ Mobeen Ur Vo~ Xuan Vinh |
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作者单位 | |
期刊名称 | 《International Review of Financial Analysis》 |
页码/总页数 | 102125.1-102125.20 / 20 |
语种 | 英语 |
关键词 | Green bonds Global factors Risk spillovers COVID-19 CoVaR |
DOI | 10.1016/j.irfa.2022.102125 |
馆藏号 | F-198 |