Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility : a time-frequency analysis
Year of publication: |
2021
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Authors: | Umar, Zaghum ; Gubareva, Mariya ; Dang Khoa Tran ; Teplova, Tamara V. |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 58.2021, p. 1-7
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Subject: | Co-movements | Covid-19 panic | Equity volatility | ESG investments | Hedge strategies | Wavelet time-frequency analyses | Volatilität | Volatility | Coronavirus | Wirkungsanalyse | Impact assessment | Corporate Social Responsibility | Corporate social responsibility | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection |
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