Mukhopadhyay, Debabrata; Sarkar, Nityananda - In: International econometric review 13 (2021) 2, pp. 41-58
This study has examined the performance of two Indian stock indices capturing the commitment of industries towards … mitigating risks arising from pollution and climate change viz., BSE Greenex and BSE Carbonex, vis- a-vis two indices augmenting … ratio, Treynor ratio, and Jensen's Alpha, on all the five indices, we have also applied GARCH-in-mean model to find if there …