The impact of ESG news on the volatility of the Portuguese stock market : does it change during recessions?
Cássio Zanatto, Margarida Catalão-Lopes, Joaquim P. Pina, Inês Carrilho-Nunes
| Year of publication: |
2023
|
|---|---|
| Authors: | Zanatto, Cássio ; Catalão-Lopes, Margarida ; Pina, Joaquim P. ; Nunes, Inês Carrilho |
| Published in: |
Business strategy and the environment. - New York, NY [u.a.] : Wiley, ISSN 1099-0836, ZDB-ID 2025936-0. - Vol. 32.2023, 8, p. 5821-5832
|
| Subject: | business cycle | ESG | GARCH | PSI-20 | stock returns volatility | Volatilität | Volatility | Konjunktur | Business cycle | Portugal | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Corporate Social Responsibility | Corporate social responsibility | Börsenkurs | Share price | Schätzung | Estimation | Nachhaltige Kapitalanlage | Sustainable investment | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/bse.3450 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014466821