On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework
Year of publication: |
2020
|
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Authors: | Oliveira, E. M. de ; Cunha, Felipe Arias Fogliano de Souza ; Palazzi, Rafael Baptista ; Klotzle, Marcelo Cabus ; Maçaira, Paula Medina |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 70.2020, p. 1-10
|
Subject: | Sustainability indices | Uncertainty | Nonlinearity | NARDL | Asymmetric effects | Nachhaltige Entwicklung | Sustainable development | Risiko | Risk | Wirtschaftsindikator | Economic indicator | Schätzung | Estimation | Messung | Measurement | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Index | Index number |
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