Measurement of spillover effect between green bond market and traditional bond market in China

Measurement of spillover effect between green bond market and traditional bond market in China

With the aim of effectively preventing and controlling systemic risk, by stimulating the advancement of the green bond market, it is significant and imperative to help investors and policymakers adopt more effective measures, which will ensure them to maximize profit. We construct VAR, DCC-GARCH and...

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Bibliographic Details
Main Authors: Gang Peng, Jie Ding, Zehang Zhou, Li Zhu
Format: Article
Language:English
Published: AIMS Press 2023-11-01
Series:Green Finance
Subjects:
green bonds
traditional bonds
overflow effect
Online Access:https://www.aimspress.com/article/doi/10.3934/GF.2023021?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/GF.2023021?viewType=HTML

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