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Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis

We apply wavelet analyses to study how the Covid-19 fueled panic influenced the volatility of ESG (environmental, social and governance) leaders’ indices encompassing the World, the USA, Europe, China, and the Emerging Markets. We document intervals of the low, medium, and high coherence between the...

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Detalles Bibliográficos
Autores principales: Umar, Zaghum, Gubareva, Mariya, Tran, Dang Khoa, Teplova, Tamara
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8427833/
https://www.ncbi.nlm.nih.gov/pubmed/34518718
http://dx.doi.org/10.1016/j.ribaf.2021.101493

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