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...
Gorde:
| Egile Nagusiak: | , , , |
|---|---|
| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
Elsevier
2025-11-01
|
| Saila: | Borsa Istanbul Review |
| Gaiak: | |
| Sarrera elektronikoa: | http://www.sciencedirect.com/science/article/pii/S2214845025001644 |
| Etiketak: |
Etiketarik gabe, Izan zaitez lehena erregistro honi etiketa jartzen!
|