The Dynamic Conditional Correlation and Volatility Linkages between Green and Conventional Bonds: Empirical Evidence on a Global level.
This study aims at examining the dynamic conditional correlations and the volatility linkages between the green bonds and the conventional bonds market on a global level. The paper chooses the Bloomberg Barclays MSCI Global Green Bond Index (GB) and the Bloomberg Barclays Global Aggregate Total Retu...
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2020
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| Online Access: | https://bspace.buid.ac.ae/handle/1234/1814 |
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