Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?
Purba Bhattacherjee, Sibanjan Mishra, Elie Bouri
| Year of publication: |
2024
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| Authors: | Bhattacherjee, Purba ; Mishra, Sibanjan ; Bouri, Elie |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Science, ISSN 1044-0283, ZDB-ID 2027996-6. - Vol. 61.2024, Art.-No. 100972, p. 1-26
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| 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