Biodiversity risk and global stock markets: A cross-national heterogeneity analysis based on quantile-on-quantile methods
This paper uses quantile-on-quantile kernel-regularised least squares (QQKRLS) and quantile-on-quantile Granger causality (QQGC) methods to examine how the S&P Global Large MidCap Biodiversity Index (GBI) heterogeneously influences the stock markets of the G7 countries and China. Our empirical analy...
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| Autors principals: | , , , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Elsevier
2025-11-01
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| Col·lecció: | Borsa Istanbul Review |
| Matèries: | |
| Accés en línia: | http://www.sciencedirect.com/science/article/pii/S2214845025001644 |
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