Table 5

Wald test results (Green bonds)

G.GBR
At 1st QuantileQ2Q3Q4Q5Q6Q7Q8Q9
0.001−0.0086−0.0237−0.06680.0074−0.07140.00510.1975**
0.09867−0.9339−0.7288−0.3106−0.9071−0.2703−0.9334−0.0145
At 5th QuantileQ1Q2Q3Q4Q6Q7Q8Q9
−0.0086−0.0237−0.06680.0479−0.0405−0.07140.00510.1975**
0.93390.7288−0.3106−0.3077−0.3841−0.2703−0.9334−0.0145
At 9th QuantileQ1Q2Q3Q4Q5Q6Q7Q8
−0.0086−0.0237−0.06680.0074−0.07140.00510.1975**0.0048
0.9339−0.7288−0.3106−0.9071−0.2703−0.9334−0.0145−0.9167
At 5th QuantileQ1Q2Q3Q4Q6Q7Q8Q9
−0.0086−0.0237−0.06680.0479−0.0405−0.07140.00510.1975**
0.93390.7288−0.3106−0.3077−0.3841−0.2703−0.9334−0.0145
At 9th QuantileQ1Q2Q3Q4Q5Q6Q7Q8
−0.0086−0.0237−0.06680.0074−0.07140.00510.1975**0.0048
0.9339−0.7288−0.3106−0.9071−0.2703−0.9334−0.0145−0.9167
Source(s): Author’s own elaboration
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