Long-run memory in ethical and conventional investments : novel evidence from a VAR(1)-FIEGARCH model
Athanasios Koulakiotis, Vassilios Babalos, Apostolos Kiohos & Maria I. Kyriakou
| Year of publication: |
2020
|
|---|---|
| Authors: | Koulakiotis, Athanasios ; Babalos, Vassilios ; Kiohos, Apostolos ; Kyriakou, Maria I. |
| Subject: | Ethical investments | Policy uncertainty | Risk analysis | Fractional integration |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-019-09502-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012239229