Risk spillover analysis across worldwide ESG stock markets : new evidence from the frequency-domain
Yang Gao, Yangyang Li, Chengjie Zhao, Yaojun Wang
| Year of publication: |
2022
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|---|---|
| Authors: | Gao, Yang ; Li, Yangyang ; Zhao, Chengjie ; Wang, Yaojun |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 59.2022, p. 1-19
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| Subject: | Financial risk network | Frequency domain | International ESG stock markets | Risk spillover | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Welt | World | Volatilität | Volatility | Risiko | Risk | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101619 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013413547