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The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model

This study investigates the dynamic volatility connectivity of important environmental, social, and governance (ESG) stock indexes from May 2010 to March 2021. The empirical research is focused on five major S&P ESG stock indexes from the US, Latin America, Europe, the Middle East and Africa, an...

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Detalles Bibliográficos
Autores principales:	Shaik, Muneer, Rehman, Mohd Ziaur
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Springer Japan 2022
Materias:	Original Research
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9619019/ http://dx.doi.org/10.1007/s10690-022-09393-5

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