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Summary statistics of dynamic time-varying correlations.
| Mean | Standard Deviation | Maximum | Minimum | |
|---|---|---|---|---|
| Climate Bond/S&P 500 | −0.2648 | 0.2276 | 0.6717 | −0.7370 |
| Climate Bond/Gold | 0.2943 | 0.1538 | 0.6652 | −0.1035 |
| Climate Bond/WTI | 0.0273 | 0.1726 | 0.6913 | −0.6267 |
Notes: This table reports the summary statistics of time-varying correlations obtained from the asymmetric DCC-GARCH process.
