How Integrated are Regional Green Equity Markets? Evidence from a Cross-Quantilogram Approach

Rising concerns over climate change have increased investors’ and policymakers’ interests in environmentally friendly investments, which have led to the rapid expansion of the green equity market recently. Previous studies have focused on analyzing the green equity market at the aggregate level, the...

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Bibliographic Details
Main Author: Linh Pham
Format: Article
Language:English
Published: MDPI AG 2021-01-01
Series:Journal of Risk and Financial Management
Subjects:
Online Access:https://www.mdpi.com/1911-8074/14/1/39