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The static and dynamic connectedness of environmental, social, and governance investments: International evidence

We investigate the connectedness of the most significant global equity indices that comprise companies with the highest environmental, social, and governance (ESG) performance. Motivated by the rapid growth of socially responsible investing during the last two decades, we examine whether these inves...

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Detalles Bibliográficos
Autores principales: Umar, Zaghum, Kenourgios, Dimitris, Papathanasiou, Sypros
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7419258/
https://www.ncbi.nlm.nih.gov/pubmed/32834335
http://dx.doi.org/10.1016/j.econmod.2020.08.007