Price discovery of climate risk and green bonds: A dynamic information leadership share approach
This study investigates the price discovery of a novel stock market climate risk indicator, measured by the Morgan Stanley Capital International Climate Change Index (MSCI CCI) and global green bond indices. A time-varying information leadership share (ILS) measure assesses dynamic price discovery p...
| Main Authors: | , , , |
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| Format: | Journal Article |
| Published: |
2024
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| Online Access: | http://hdl.handle.net/20.500.11937/97484 |