Zhang, Yajie and Zhong, Yi (2023) A Study on the Spillover Effects of International Green Bond Markets and Traditional Financial Markets. In: Proceedings of the 2nd International Conference on Information Economy, Data Modeling and Cloud Computing, ICIDC 2023, June 2–4, 2023, Nanchang, China.
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Abstract
Based on the DY spillover index, this article investigates the interdependence between green bonds and financial markets in terms of time frequency . The empirical results indicate that there is a two-way volatility spillover between the markets and that the volatility spillover is exceptionally sev
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:36 |
| Last Modified: | 17 Apr 2026 02:24 |
| URI: | http://eprints.eai.eu/id/eprint/44515 |
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