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Green bonds & clean energy in sustainable finance: Evidence from DCC-GARCH connectedness · Study

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ArticleGreen bonds & clean energy in sustainable finance: Evidence from DCC-GARCH connectedness

Konstantinos Ν. Konstantakis2025

Article2025

Green bonds & clean energy in sustainable finance: Evidence from DCC-GARCH connectedness

Konstantinos Ν. Konstantakis · Pavlos Koulmas · Panayotis G. Michaelides · Thomas Porcher · Arsenios‐Georgios N. Prelorentzos

23 citations·0/0 files stored·International Review of Financial Analysis

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Sustainable Finance and Green Bonds Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1986Generalized autoregressive conditional heteroskedasticity 1988Testing for a Unit Root in Time Series Regression 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 2002Dynamic Conditional Correlation 1998Generalized impulse response analysis in linear multivariate models

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Year2025

Typearticle

Published2025-03-28

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations23

Files0 public / 0

ShelfSustainable Finance and Green Bonds

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doi10.1016/j.irfa.2025.104168

openalex_workW4408945990

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