title
Rohevõlakirjaindeksite seosed finantsindeksite hinnaliikumiste ja volatiilsusega
Relationships between green bond indices and the price dynamics and volatility of financial indices
author
Mass, Brigita
keywords
magistritööd
võlakirjad
Markovi ahelad
finantsturg
master's theses
green bonds
Bayesian TVP-VAR
Markov Chain Monte Carlo
impulse response functions
forecast error variance decomposition
financial markets
supervisor
Sauga, Ako
study program
Ärirahandus ja majandusarvestus
Finance and Accounting
defence date
14.01.2026
language
est
institution
Tallinna Tehnikaülikool
Tallinn University of Technology
faculty
majandusteaduskond
School of Business and Governance
department / college
majandusanalüüsi ja rahanduse instituut
Department of Economics and Finance