Return and risk spillovers between the ESG global index and stock markets: Evidence from time and frequency analysis
In this paper, we examine comovements between stock market returns and investments that take into account Environmental, Social, and Governance (ESG) factors by studying the interconnections between the two returns in time and frequency space. We study interdependencies between the conventional stoc...
| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2022-12-01
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| Series: | Borsa Istanbul Review |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2214845022001120 |