Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19.

Energy Policy · 2022 · PMC9352191 · PMID 35945949

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highly significantno p-value reported

Further, highly significant test statistic values of the Augmented Dicky-Fuller confirm the stationarity of data.

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an increasing trendno p-value reported

Moreover, an increasing trend in the divergent return quantiles indicates the decoupling of green bond index returns from the convention asset returns.

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