Green bond, stock, cryptocurrency, and commodity markets: a multiscale analysis and portfolio implications
Abstract This paper examines the dependence, systemic risk spillover, return and volatility spillover, and portfolio implications across various timescales between the Green Bond (GB) and U.S. S&P 500 Stock (SP), Vanguard Total World Stock Index Fund (VT), Bitcoin (BTC), Ethereum (ETH), Ripple,...
| Published in: | Financial Innovation |
|---|---|
| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2025-03-01
|
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s40854-024-00749-6 |