Eintrag weiter verarbeiten
How integrated are regional green equity markets?: evidence from a cross-quantilogram approach
Gespeichert in:
| Veröffentlicht in: | Journal of risk and financial management 14(2021), 1/39 vom: Jan., Seite 1-58 |
|---|---|
| Personen und Körperschaften: | |
| Titel: | How integrated are regional green equity markets?: evidence from a cross-quantilogram approach/ Linh Pham |
| Format: | E-Book-Kapitel |
| Sprache: | Englisch |
| veröffentlicht: |
2021
|
| Gesamtaufnahme: |
: Journal of risk and financial management, 14(2021), 1/39 vom: Jan., Seite 1-58
, volume:14 |
| Schlagwörter: | |
| Quelle: | Verbunddaten SWB Lizenzfreie Online-Ressourcen |
| LEADER | 03642caa a2200541 4500 | ||
|---|---|---|---|
| 001 | 0-174519245X | ||
| 003 | DE-627 | ||
| 005 | 20211028101227.0 | ||
| 007 | cr uuu---uuuuu | ||
| 008 | 210121s2021 xx |||||o 00| ||eng c | ||
| 024 | 7 | |a 10.3390/jrfm14010039 |2 doi | |
| 024 | 7 | |a 10419/239456 |2 hdl | |
| 035 | |a (DE-627)174519245X | ||
| 035 | |a (DE-599)KXP174519245X | ||
| 040 | |a DE-627 |b ger |c DE-627 |e rda | ||
| 041 | |a eng | ||
| 100 | 1 | |a Pham, Linh |e VerfasserIn |0 (DE-588)1130709159 |0 (DE-627)885072332 |0 (DE-576)486938662 |4 aut | |
| 245 | 1 | 0 | |a How integrated are regional green equity markets? |b evidence from a cross-quantilogram approach |c Linh Pham |
| 264 | 1 | |c 2021 | |
| 336 | |a Text |b txt |2 rdacontent | ||
| 337 | |a Computermedien |b c |2 rdamedia | ||
| 338 | |a Online-Ressource |b cr |2 rdacarrier | ||
| 506 | 0 | |q DE-206 |a Open Access |e Controlled Vocabulary for Access Rights |u http://purl.org/coar/access_right/c_abf2 | |
| 520 | |a Rising concerns over climate change have increased investors’ and policymakers’ interests in environmentally friendly investments, which have led to the rapid expansion of the green equity market recently. Previous studies have focused on analyzing the green equity market at the aggregate level, thereby overlooking the heterogeneity across green equity sub-sectors. This paper contributes to the literature by investigating how interdependence between green equity markets and other financial assets varies across regions, market conditions, and investment horizons. To this end, the paper employs the recently developed cross-quantilogram framework, which measures the cross-quantile dependence across time series without any moment condition requirement. The results show that within the green equity market, movements in the U.S. market can predict movements in the Asian and European markets during all market conditions. In contrast, the Asian and European green equity markets only predict movements in the U.S. market during bearish periods. The paper also finds that regional green equity markets respond differently to movements in other financial assets, such as energy commodity and general stock returns. In addition, the interdependence among regional green equity and other assets varies across market conditions and investment horizons. These results have important implications for environmentally friendly investors and policymakers. | ||
| 540 | |q DE-206 |a Namensnennung 4.0 International |f CC BY 4.0 |2 cc |u https://creativecommons.org/licenses/by/4.0/ | ||
| 650 | 4 | |a green equity market | |
| 650 | 4 | |a internal and external spillovers | |
| 650 | 4 | |a cross-quantile dependence | |
| 655 | 4 | |a Aufsatz in Zeitschrift |5 DE-206 | |
| 773 | 0 | 8 | |i Enthalten in |t Journal of risk and financial management |d Basel : MDPI, 2008 |g 14(2021), 1/39 vom: Jan., Seite 1-58 |h Online-Ressource |w (DE-627)770970427 |w (DE-600)2739117-6 |w (DE-576)395129494 |x 1911-8074 |7 nnns |
| 773 | 1 | 8 | |g volume:14 |g year:2021 |g number:1/39 |g month:01 |g pages:1-58 |
| 856 | 4 | 0 | |u https://www.mdpi.com/1911-8074/14/1/39/pdf |x Verlag |z kostenfrei |
| 856 | 4 | 0 | |u https://doi.org/10.3390/jrfm14010039 |x Resolving-System |z kostenfrei |
| 856 | 4 | 0 | |u http://hdl.handle.net/10419/239456 |x Resolving-System |z kostenfrei |
| 936 | u | w | |d 14 |j 2021 |e 1/39 |c 1 |h 1-58 |
| 951 | |a AR | ||
| 856 | 4 | 0 | |u https://doi.org/10.3390/jrfm14010039 |9 LFER |
| 856 | 4 | 0 | |u https://www.mdpi.com/1911-8074/14/1/39/pdf |9 LFER |
| 852 | |a LFER |z 2021-02-09T15:11:03Z | ||
| 970 | |c OD | ||
| 971 | |c EBOOK | ||
| 972 | |c EBOOK | ||
| 973 | |c Aufsatz | ||
| 935 | |a lfer | ||
| 900 | |a Linh, Pham | ||
| 900 | |a Pham Linh | ||
| 951 | |b XD-US | ||
| 980 | |a 174519245X |b 0 |k 174519245X |c lfer | ||
| openURL |
url_ver=Z39.88-2004&ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fvufind.svn.sourceforge.net%3Agenerator&rft.title=How+integrated+are+regional+green+equity+markets%3F%3A+evidence+from+a+cross-quantilogram+approach&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.creator=Pham%2C+Linh&rft.pub=&rft.format=Journal&rft.language=English&rft.issn=1911-8074 |
|---|
| _version_ | 1757969408005767168 |
|---|---|
| access_facet | Electronic Resources |
| access_state_str | Open Access |
| author | Pham, Linh |
| author_facet | Pham, Linh |
| author_role | aut |
| author_sort | Pham, Linh |
| author_variant | l p lp |
| callnumber-sort | |
| collection | lfer |
| container_reference | 14(2021), 1/39 vom: Jan., Seite 1-58 |
| container_title | Journal of risk and financial management |
| contents | Rising concerns over climate change have increased investors’ and policymakers’ interests in environmentally friendly investments, which have led to the rapid expansion of the green equity market recently. Previous studies have focused on analyzing the green equity market at the aggregate level, thereby overlooking the heterogeneity across green equity sub-sectors. This paper contributes to the literature by investigating how interdependence between green equity markets and other financial assets varies across regions, market conditions, and investment horizons. To this end, the paper employs the recently developed cross-quantilogram framework, which measures the cross-quantile dependence across time series without any moment condition requirement. The results show that within the green equity market, movements in the U.S. market can predict movements in the Asian and European markets during all market conditions. In contrast, the Asian and European green equity markets only predict movements in the U.S. market during bearish periods. The paper also finds that regional green equity markets respond differently to movements in other financial assets, such as energy commodity and general stock returns. In addition, the interdependence among regional green equity and other assets varies across market conditions and investment horizons. These results have important implications for environmentally friendly investors and policymakers. |
| ctrlnum | (DE-627)174519245X, (DE-599)KXP174519245X |
| doi_str_mv | 10.3390/jrfm14010039 |
| facet_avail | Online, Free |
| finc_class_facet | not assigned |
| format | ElectronicBookComponentPart |
| format_access_txtF_mv | Article, E-Article |
| format_de105 | Ebook |
| format_de14 | Article, E-Article |
| format_de15 | Article, E-Article |
| format_del152 | Buch |
| format_detail_txtF_mv | text-online-monograph-child |
| format_dezi4 | e-Book |
| format_finc | Article, E-Article |
| format_legacy | ElectronicBookPart |
| format_strict_txtF_mv | E-Article |
| genre | Aufsatz in Zeitschrift DE-206 |
| genre_facet | Aufsatz in Zeitschrift |
| geogr_code | not assigned |
| geogr_code_person | USA |
| hierarchy_parent_id | 0-770970427 |
| hierarchy_parent_title | Journal of risk and financial management |
| hierarchy_sequence | 14(2021), 1/39 vom: Jan., Seite 1-58 |
| hierarchy_top_id | 0-770970427 |
| hierarchy_top_title | Journal of risk and financial management |
| id | 0-174519245X |
| illustrated | Not Illustrated |
| imprint | 2021 |
| imprint_str_mv | 2021 |
| institution | DE-D117, DE-105, LFER, DE-Ch1, DE-15, DE-14, DE-Zwi2 |
| is_hierarchy_id | 0-174519245X |
| is_hierarchy_title | How integrated are regional green equity markets?: evidence from a cross-quantilogram approach |
| isil_str_mv | LFER |
| issn | 1911-8074 |
| kxp_id_str | 174519245X |
| language | English |
| last_indexed | 2023-02-16T06:51:11.066Z |
| license_str_mv | https://creativecommons.org/licenses/by |
| local_heading_facet_dezwi2 | green equity market, internal and external spillovers, cross-quantile dependence |
| marc024a_ct_mv | 10.3390/jrfm14010039, 10419/239456 |
| match_str | pham2021howintegratedareregionalgreenequitymarketsevidencefromacrossquantilogramapproach |
| mega_collection | Verbunddaten SWB, Lizenzfreie Online-Ressourcen |
| misc_de105 | EBOOK |
| multipart_link | 395129494 |
| multipart_part | (395129494)14(2021), 1/39 vom: Jan., Seite 1-58 |
| names_id_str_mv | (DE-588)1130709159, (DE-627)885072332, (DE-576)486938662 |
| publishDate | 2021 |
| publishDateSort | 2021 |
| publishPlace | |
| publisher | |
| record_format | marcfinc |
| record_id | 174519245X |
| recordtype | marcfinc |
| rvk_facet | No subject assigned |
| source_id | 0 |
| spelling | Pham, Linh VerfasserIn (DE-588)1130709159 (DE-627)885072332 (DE-576)486938662 aut, How integrated are regional green equity markets? evidence from a cross-quantilogram approach Linh Pham, 2021, Text txt rdacontent, Computermedien c rdamedia, Online-Ressource cr rdacarrier, DE-206 Open Access Controlled Vocabulary for Access Rights http://purl.org/coar/access_right/c_abf2, Rising concerns over climate change have increased investors’ and policymakers’ interests in environmentally friendly investments, which have led to the rapid expansion of the green equity market recently. Previous studies have focused on analyzing the green equity market at the aggregate level, thereby overlooking the heterogeneity across green equity sub-sectors. This paper contributes to the literature by investigating how interdependence between green equity markets and other financial assets varies across regions, market conditions, and investment horizons. To this end, the paper employs the recently developed cross-quantilogram framework, which measures the cross-quantile dependence across time series without any moment condition requirement. The results show that within the green equity market, movements in the U.S. market can predict movements in the Asian and European markets during all market conditions. In contrast, the Asian and European green equity markets only predict movements in the U.S. market during bearish periods. The paper also finds that regional green equity markets respond differently to movements in other financial assets, such as energy commodity and general stock returns. In addition, the interdependence among regional green equity and other assets varies across market conditions and investment horizons. These results have important implications for environmentally friendly investors and policymakers., DE-206 Namensnennung 4.0 International CC BY 4.0 cc https://creativecommons.org/licenses/by/4.0/, green equity market, internal and external spillovers, cross-quantile dependence, Aufsatz in Zeitschrift DE-206, Enthalten in Journal of risk and financial management Basel : MDPI, 2008 14(2021), 1/39 vom: Jan., Seite 1-58 Online-Ressource (DE-627)770970427 (DE-600)2739117-6 (DE-576)395129494 1911-8074 nnns, volume:14 year:2021 number:1/39 month:01 pages:1-58, https://www.mdpi.com/1911-8074/14/1/39/pdf Verlag kostenfrei, https://doi.org/10.3390/jrfm14010039 Resolving-System kostenfrei, http://hdl.handle.net/10419/239456 Resolving-System kostenfrei, https://doi.org/10.3390/jrfm14010039 LFER, https://www.mdpi.com/1911-8074/14/1/39/pdf LFER, LFER 2021-02-09T15:11:03Z |
| spellingShingle | Pham, Linh, How integrated are regional green equity markets?: evidence from a cross-quantilogram approach, Rising concerns over climate change have increased investors’ and policymakers’ interests in environmentally friendly investments, which have led to the rapid expansion of the green equity market recently. Previous studies have focused on analyzing the green equity market at the aggregate level, thereby overlooking the heterogeneity across green equity sub-sectors. This paper contributes to the literature by investigating how interdependence between green equity markets and other financial assets varies across regions, market conditions, and investment horizons. To this end, the paper employs the recently developed cross-quantilogram framework, which measures the cross-quantile dependence across time series without any moment condition requirement. The results show that within the green equity market, movements in the U.S. market can predict movements in the Asian and European markets during all market conditions. In contrast, the Asian and European green equity markets only predict movements in the U.S. market during bearish periods. The paper also finds that regional green equity markets respond differently to movements in other financial assets, such as energy commodity and general stock returns. In addition, the interdependence among regional green equity and other assets varies across market conditions and investment horizons. These results have important implications for environmentally friendly investors and policymakers., green equity market, internal and external spillovers, cross-quantile dependence, Aufsatz in Zeitschrift |
| title | How integrated are regional green equity markets?: evidence from a cross-quantilogram approach |
| title_auth | How integrated are regional green equity markets? evidence from a cross-quantilogram approach |
| title_full | How integrated are regional green equity markets? evidence from a cross-quantilogram approach Linh Pham |
| title_fullStr | How integrated are regional green equity markets? evidence from a cross-quantilogram approach Linh Pham |
| title_full_unstemmed | How integrated are regional green equity markets? evidence from a cross-quantilogram approach Linh Pham |
| title_in_hierarchy | How integrated are regional green equity markets?: evidence from a cross-quantilogram approach / Linh Pham, |
| title_short | How integrated are regional green equity markets? |
| title_sort | how integrated are regional green equity markets evidence from a cross quantilogram approach |
| title_sub | evidence from a cross-quantilogram approach |
| topic | green equity market, internal and external spillovers, cross-quantile dependence, Aufsatz in Zeitschrift |
| topic_facet | green equity market, internal and external spillovers, cross-quantile dependence, Aufsatz in Zeitschrift |
| url | https://www.mdpi.com/1911-8074/14/1/39/pdf, https://doi.org/10.3390/jrfm14010039, http://hdl.handle.net/10419/239456 |