Cross-border ESG rating dynamics : an in-depth connectedness analysis of portfolio returns and volatilities in the USA and Canada
Carlos Esparcia, Mariya Gubareva, Tatiana Sokolova, Francisco Jareño
| Year of publication: |
2025
|
|---|---|
| Authors: | Esparcia, Carlos ; Gubareva, Mariya ; Sokolova, Tatiana V. ; Jareño, Francisco |
| Subject: | Connectedness | ESG assessment pillars | Investment risks | Portfolio construction | Rating changes | TVP-VAR model | Volatilität | Volatility | Kanada | Canada | Portfolio-Management | Portfolio selection | USA | United States | Nachhaltige Kapitalanlage | Sustainable investment | Investitionsrisiko | Investment risk | Kapitaleinkommen | Capital income |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102282 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015338087