Reza, Rajibur; Tularam, Gurudeo Anand; Li, Bin - In: Cogent economics & finance 6 (2018) 1, pp. 1-33
This study analyzes the stock returns and volatility of the global water industry in different (full, pre-GFC, GFC and … post-GFC) periods. The study estimates ARMA (1, 1)-GARCH (1, 1) and EGARCH (1, 1) models on the World Water index (WOWAX …), S-Network Global Water Index (S-Net), S&P Global Water Index (S&P), and MSCI ACWI Water Utilities Index (MSCI ACWI), the …
