Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?

Purba Bhattacherjee, Sibanjan Mishra, Elie Bouri

Year of publication:	2024
Authors:	Bhattacherjee, Purba ; Mishra, Sibanjan ; Bouri, Elie
Subject:	Asymmetric return spillover effect \| COVID-19 outbreak \| ESG leaders index \| Hedging effectiveness \| Portfolio implications \| Russia–Ukraine war \| TVP-VAR model \| Coronavirus \| Hedging \| Portfolio-Management \| Portfolio selection \| Kapitalmarktrendite \| Capital market returns \| Spillover-Effekt \| Spillover effect \| Kapitaleinkommen \| Capital income \| Nachhaltige Kapitalanlage \| Sustainable investment \| Welt \| World \| Corporate Social Responsibility \| Corporate social responsibility

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1016/j.gfj.2024.100972 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014635889