This paper examines the impact of exchange rate uncertainty on different components of portfolio flows, namely equity and bond flows, as well as the dynamic linkages between exchange rate volatility and the variability of these two types of flows. Specifically, a bivariate GARCH-BEKK-in-mean...

Der Global Compact der Vereinten Nationen versteht sich nicht als Regulierungsinitiative, sondern als freiwilliges Lern- und Dialogforum für Corporate Citizenship. Dieser Beitrag entwickelt Vorschläge, wie der Global Compact diesem Anspruch (noch besser) gerecht werden kann. Hier geht es um...

This paper examines the impact of transition and physical climate risk on stock markets using, for the first time in this context, the annual CCPI index calculated by Germanwatch as well as its components (in addition to a wide range of other indices) for 48 countries from 2007 to 2023....