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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...
Autores principales: | Umar, Zaghum, Gubareva, Mariya, Tran, Dang Khoa, Teplova, Tamara |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier B.V.
2021
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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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