Browsing Dissertations for Finance by Subject "multivariate GARCH (MGARCH)"
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The Dynamic Conditional Correlation and Volatility Linkages between Green and Conventional Bonds: Empirical Evidence on a Global level. (The British University in Dubai (BUiD), 2020-11)This study aims at examining the dynamic conditional correlations and the volatility linkages between the green bonds and the conventional bonds market on a global level. The paper chooses the Bloomberg Barclays MSCI Global ...