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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Bibliografske podrobnosti

Principais autores:	Hongjun Zeng, Huifang Liu, Han Yan, Shenglin Ma
Format:	Artigo
Jezik:	Inglês
Izdano:	Elsevier 2025-11-01
Serija:	Borsa Istanbul Review
Teme:	Biodiversity risk Quantile-on-quantile Granger causality Quantile-on-quantile kernel regularised least squares Sustainable finance International stock markets
Online dostop:	http://www.sciencedirect.com/science/article/pii/S2214845025001644
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