Is there a cost for sustainable investments : evidence from dynamic conditional correlation
Gagan Deep Sharma, Gaurav Talan, Sanchita Bansal and Mansi Jain
| Year of publication: |
2023
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|---|---|
| Authors: | Sharma, Gagan Deep ; Talan, Gaurav ; Bansal, Sanchita ; Gupta, Mansi |
| Published in: |
Journal of sustainable finance & investment. - Abingdon : Routledge, ISSN 2043-0809, ZDB-ID 2622381-8. - Vol. 13.2023, 2, p. 1009-1029
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| Subject: | Conditional correlation | DCC-GARCH model | return | sustainable indexes | traditional indexes | volatility | Volatilität | Volatility | Korrelation | Correlation | Aktienindex | Stock index | ARCH-Modell | ARCH model | Nachhaltige Entwicklung | Sustainable development | Nachhaltige Kapitalanlage | Sustainable investment | Kapitaleinkommen | Capital income | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/20430795.2021.1874215 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014373536