Return and volatility connectedness across global ESG stock indexes : evidence from the time-frequency domain analysis
Jieru Wan, Libo Yin, You Wu
| Year of publication: |
2024
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| Authors: | Wan, Jieru ; Yin, Libo ; Wu, You |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 89.2024, 2, p. 397-428
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| Subject: | ESG attention | ESG stock indexes | Return connectedness | The COVID-19 pandemic | Time-frequency domain | Volatility connectedness | Volatilität | Volatility | Aktienindex | Stock index | Coronavirus | Welt | World | Corporate Social Responsibility | Corporate social responsibility | Nachhaltige Kapitalanlage | Sustainable investment | Kapitalmarktrendite | Capital market returns | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.10.038 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446774