EEEP » 2024 » Volume 13 » Number 2 » Time and frequency domain connectedness between Green Bond Index and Financial Markets. Are there any diversification benefits?

Time and frequency domain connectedness between Green Bond Index and Financial Markets. Are there any diversification benefits?

Posted on February 4, 2026February 9, 2026 by admin

Authors: Dimitrios Dimitriou, Alexandros Tsioutsios, and Theodore Simos

DOI: 10.5547/2160-5890.13.2.ddim

Keywords: DCC, Green bond Index, Volatility co-movement, wavelet analysis

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