The Journal of Economic Asymmetries · 2022 · 23 citations · 34 references
BusinessEconomicsFinanceEconometricsFinancial EconometricsFinancial EconomicsAsset Pricing EmpiricsBond MarketsDependence ModelingFinancial RiskGreen BondsCorporate Green BondsDependence StructureGreen Bond Credit RiskGreen Bond DemandGreen Bond Issuance DeterminantsGreen Bond PerformanceGreen Bond PricingGreen Bond Yield Spreads
34
Caroline Flammer · Journal of Financial Economics · 2021 · 2.2K citations
Bayesian Methods for Dynamic Multivariate Models
Christopher A. Sims, Tao Zha · International Economic Review · 1998 · 1K citations