Quantifying the extreme spillovers on worldwide ESG leaders' equity
Year of publication: |
2022
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Authors: | Chen, Yu ; Lin, Boqiang |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 84.2022, p. 1-15
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Subject: | Asymmetry | ESG equity investment | Extreme return spillovers | Global risk factors | Quantile connectedness | Spillover-Effekt | Spillover effect | Welt | World | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market |
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