Is CSR linked to Idiosyncratic risk? Evidence from the copula approach

DOI10.1007/s10479-022-04980-1MaRDI QIDQ6547081

Hassen Rais, Salma Mefteh-Wali, Guillaume Schier

Publication date: 30 May 2024

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

copulacausalityGranger testCSR risk

Mathematics Subject Classification ID

Mathematical economics (91Bxx) Applications of statistics (62Pxx) Nonparametric inference (62Gxx)

Cites Work

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• Measurement of aggregate risk with copulas
• Equity Portfolio Diversification*
• Testing the Gaussian copula hypothesis for financial assets dependences
• Understanding Relationships Using Copulas

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