ESG, risk, and (tail) dependence
Karoline Bax, Özge Sahin, Claudia Czado, Sandra Paterlini
| Year of publication: |
2023
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|---|---|
| Authors: | Bax, Karoline ; Sahin, Özge ; Czado, Claudia ; Paterlini, Sandra |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 87.2023, p. 1-20
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| Subject: | Dependence | ESG scores | Risk | Tail dependence | Vine copula models | Multivariate Verteilung | Multivariate distribution | Statistische Verteilung | Statistical distribution | Theorie | Theory | Ausreißer | Outliers | Risikomaß | Risk measure | Risikomanagement | Risk management | Corporate Social Responsibility | Corporate social responsibility | Risiko |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102513 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014456333