The impact of ESG news on the volatility of the Portuguese stock market : does it change during recessions?
Year of publication: |
2023
|
---|---|
Authors: | Zanatto, Cássio ; Catalão-Lopes, Margarida ; Pina, Joaquim P. ; Nunes, Inês Carrilho |
Published in: |
Business strategy and the environment. - New York, NY [u.a.] : Wiley, ISSN 1099-0836, ZDB-ID 2025936-0. - Vol. 32.2023, 8, p. 5821-5832
|
Subject: | business cycle | ESG | GARCH | PSI-20 | stock returns volatility | Volatilität | Volatility | Konjunktur | Business cycle | Portugal | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Börsenkurs | Share price | Schätzung | Estimation |
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