Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model
Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model
Zhuqing Wang,Xinyu Wang,Qiuying Cheng,Song Shi
2024 · DOI: 10.1016/j.irfa.2024.103461
International Review of Financial Analysis · 9 Citations