ESG Green Equity Finance Risk and Links in Mexico: Conditional Volatility and Markov Switching Vector Analyses

ESG Green Equity Finance Risk and Links in Mexico: Conditional Volatility and Markov Switching Vector Analyses

We analyze the differential influence of Mexican oil price, exchange rate and S&P 500 Index on the Mexican Stock Exchange: S&P/BMV IPC ESG Tilted Index (sustainable stock market index), and on the S&P/BMV IPC (General stock market index) in two different regimes. First, we estimate the c...

Full description

Bibliographic Details
Main Authors: Miriam Sosa, Edgar Ortiz, Alejandra Cabello
Format: Article
Language:English
Published: Instituto Mexicano de Ejecutivos de Finanzas 2022-09-01
Series:Revista Mexicana de Economía y Finanzas Nueva Época REMEF
Subjects:
esg index, stock markets, mexican bourse, standard and poor’s 500.
Online Access:https://www.remef.org.mx/index.php/remef/article/view/788

Internet

https://www.remef.org.mx/index.php/remef/article/view/788

Similar Items