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Return and volatility connectedness across global ESG stock indexes : evidence from the time-frequency domain analysis
Year of publication: |
2024
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Authors: | Wan, Jieru ; Yin, Libo ; Wu, You |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 89.2024, 2, p. 397-428
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Subject: | ESG attention | ESG stock indexes | Return connectedness | The COVID-19 pandemic | Time-frequency domain | Volatility connectedness | Volatilität | Volatility | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Coronavirus | Welt | World | Kapitalmarktrendite | Capital market returns |
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