Time-Frequency Connectedness between Green Bonds and Conventional Financial Markets: Evidence from China

This paper examines the dynamic evolution and volatility spillovers between China’s green bond market and conventional financial markets (bond, stock, commodity, and foreign exchange markets) using time and frequency connectedness measures. The empirical findings are as follows: firstly, there is a...

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Bibliographic Details
Main Authors: Yingliang Chen, Guifen Shi, Guanchong Hou
Format: Article
Language:English
Published: Wiley 2024-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2024/6655845
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