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COVID-19 and time-frequency connectedness between green and conventional financial markets
Muhammad Arif
, Mudassar Hasan
, Suha M. Alawi
, Muhammad Abubakr Naeem
TUIBS Digital Innovation, Sustainability & Specialist Industry
Research output
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Article
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peer-review
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Keyphrases
COVID-19
100%
Green Investment
100%
Time-frequency Connectedness
100%
Green Financial Market
100%
Conventional Financial Markets
100%
Sample Analysis
66%
Crisis Period
66%
Financial Stability
33%
Disconnection
33%
Energy Market
33%
Smooth Transition
33%
Energy Investment
33%
Equity Markets
33%
European Debt Crisis
33%
Bond Market
33%
Post-COVID-19 Era
33%
Post-COVID World
33%
COVID-19 Pandemic Crisis
33%
Competing Markets
33%
Green Recovery
33%
Role of Market
33%
Climate-friendly
33%
Conventional Bonds
33%
Frequency-based Analysis
33%
Income Equity
33%
Connectedness Structure
33%
Global Events
33%
Green Finance
33%
Fixed Energy
33%
Pandemic Crisis
33%
Time-varying Analysis
33%
Fixed Income Investment
33%
Spillover Model
33%
Fixed Income Markets
33%
Shale Oil Revolution
33%
Economics, Econometrics and Finance
Green Recovery
33%