The return volatility and shock transmission patterns of chosen S&P and Dow Jones sustainability indices and their conventional counterpart
Bashar Yaser Almansour, Muneer M. Alshater, Hazem Marashdeh, Mohamed Dhiaf and Osama F. Atayah
| Year of publication: |
2023
|
|---|---|
| Authors: | Al-Mansour, Bashar Yaser ; Alshater, Muneer Maher ; Marashdeh, Hazem ; Dhiaf, Mohamed Mahjoub ; Atayah, Osama F. |
| Subject: | Connectedness approach | Covid-19 | Sustainability index | TVP-VAR | Volatilität | Volatility | Aktienindex | Stock index | Coronavirus | Schock | Shock | Wirtschaftsindikator | Economic indicator | Nachhaltige Entwicklung | Sustainable development | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/CR-12-2021-0188 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013552835