Persistence in ESG and conventional stock market indices
Year of publication: |
May 2021
|
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Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Plastun, Alex ; Makarenko, Inna |
Publisher: |
Munich, Germany : CESifo, Center for Economic Studies & Ifo Institute |
Subject: | stock market | ESG | persistence | long memory | R/S analysis | fractional integration | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Welt | World | Volatilität | Volatility |
Extent: | 1 Online-Ressource (circa 28 Seiten) Illustrationen |
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Series: | CESifo working papers. - München : [Verlag nicht ermittelbar], ISSN 2364-1428, ZDB-ID 2065232-X. - Vol. no. 9098 (2021) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/235468 [Handle] |
Classification: | C22 - Time-Series Models ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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