Downside Risk and Its Drivers in China’s Securities Markets: Does Greenness Make Bonds A Safer Haven?
The paper presents a new risk assessment model for financial markets, demonstrating that green bond markets are riskier than non-green ones using Chinese data.
Featured in No. 50 on 22 May 2024 · on release day · 0 citations today
- Released
- 22 May 2024
- First featured
- No. 50 · 22 May 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4836928
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).