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Keke Fan

Chongqing Technology and Business University

Chongqing, 400067

China

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Scholarly Papers (1)

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Dynamic impacts of uncertainties and market panic on green bond market volatility: Fresh evidence from the MRS-GARCH-MIDAS-VIX-Skewed-T model

Posted: 15 Jan 2026 Last Revised: 06 May 2026
Chongqing Technology and Business University, Chongqing Technology and Business University, Tullett Prebon SITICO (China) Limited and Department of Economics, Pusan National University

Abstract:

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Green bond volatility, Uncertainty, VIX, MRS-GARCH-MIDAS-VIX-Skewed-T model