电竞博彩

电竞博彩 金融硕士导师郝立亚副教授、章勇敏教授以及金融硕士研究生杨枭梅的论文“Multiscale quantile dependence between China’s green bond and green equity: Fresh evidence from higher-order moment perspective”于2024年6月19日在International Review of Financial Analysis 上发表。International Review of Financial Analysis是财政与金融领域的高质量学术期刊，同时位于经济学大类、商业领域、财政与金融领域Q1区，最新影响因子7.5。

全文引用：

Liya Hau, Xiaomei Yang, Yongmin Zhang,(2024). Multiscale quantile dependence between China's green bond and green equity: Fresh evidence from higher-order moment perspective. International Review of Financial Analysis, 95, 103485. 

英文摘要：

This study investigates the multiscale quantile dependence between green bond and green equity in China at different moments and investment horizons. A novel Ensemble Empirical Mode Decomposition based Copula Quantile-on-Quantile Regression model (EC-QQR) has been proposed to quantify the multiscale quantile dependence between two green ffnance markets for different moments. The empirical ffndings reveal that, ffrst, green bonds have positive correlations with green equities at kurtosis and negative correlations at skewness. Second, the “tail effect” can be found in extreme quantiles for most short- and medium-terms. Third, the rolling window analysis provides evidence of dynamic dependence, especially for the kurtosis moment in the short term, and interdependence is susceptible to major events such as the Sino-US trade war and COVID-19. These ffndings have implications for investment strategies and risk management in the green ffnance markets.