Pages that link to "Item:Q6054315"
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The following pages link to The dynamic volatility connectedness of major environmental, social, and governance (ESG) stock indices: evidence based on DCC-GARCH model (Q6054315):
Displaying 6 items.
- Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices (Q385646) (← links)
- Responsible investments reduce market risks (Q2064644) (← links)
- Exploring the relationship of ESG score and firm value using cross-lagged panel analyses: case of the Indian energy sector (Q2150857) (← links)
- Examining the performance of Islamic and conventional stock indices: a comparative analysis (Q2172556) (← links)
- Climate change-related risks and bank stock returns (Q2695780) (← links)
- Exchange rate and stock prices volatility connectedness and spillover during pandemic induced-crises: evidence from BRICS countries (Q6563707) (← links)