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Can sustainable investment yield better financial returns : a comparative study of ESG indices and MSCI indices

Jain, Mansi; Sharma, Gagan Deep; Srivastava, Mrinalini - In: Risks : open access journal 7 (2019) 1/15, pp. 1-18

index—TRESGDX, emerging markets ESG index—TRESGEX, US large-cap ESG index—TRESGUS, Europe ESG index—TRESGEU, and those of … the usual markets, namely MSCI world index (MSCI W), MSCI All Country World Equity index (MSCI ACWI), MSCI USA index (MSCI … USA), and MSCI Europe Australasia Far East index (MSCI EAFE), MSCI Emerging Markets index (MSCI EM) and MSCI Europe index …

Persistent link: https://www.econbiz.de/10012016034

Gauging the effect of investor sentiment on cryptocurrency market : an analysis of Bitcoin currency

Mohsin, Mohammad; Naseem, Sobia; Ivaşcu, Larisa; … - In: Romanian journal of economic forecasting 24 (2021) 4, pp. 87-102

Persistent link: https://www.econbiz.de/10013407229

Incidence of speculations in equity return : evidence from Indian share market

Deka, Jimnee; Sharma, Meghna; Tiwari, Kamesh - In: International journal of intellectual property … 14 (2024) 5, pp. 411-428

Persistent link: https://www.econbiz.de/10015065278

Volatility returns with vengeance : financial markets vs. commodities

Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 33 (2015), pp. 334-354

Persistent link: https://www.econbiz.de/10011325853

Asymmetric connectedness of stocks : how does bad and good volatility spill over the US stock market?

Barunik, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2014

Asymmetries in volatility spillovers are highly relevant to risk valuation and portfolio diversification strategies in financial markets. Yet, the large literature studying information transmission mechanisms ignores the fact that bad and good volatility may spill over at different magnitudes....

Persistent link: https://www.econbiz.de/10010407529

Asymmetric connectedness on the US stock market : bad and good volatility spillovers

Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2015

This paper suggests how to quantify asymmetries in volatility spillovers that emerge due to bad and good volatility. Using data covering most liquid U.S. stocks in seven sectors, we provide ample evidence of the asymmetric connectedness of stocks at the disaggregate level. Moreover, the...

Persistent link: https://www.econbiz.de/10010509638

Oil volatility spillover into oil dependent equity-sector stock returns : evidence from major oil producing countries

Bhuyan, Rafiqul; Robbani, Mohammad; Talukder, Bakhtear - In: Bulletin of applied economics 8 (2022) 1, pp. 149-165

Persistent link: https://www.econbiz.de/10013271050

Asymmetric connectedness on the U.S. stock market : bad and good volatility spillovers

Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš - In: Journal of financial markets 27 (2016), pp. 55-78

Persistent link: https://www.econbiz.de/10011722220

Volatility transmitter or receiver? : investigating dynamic connectedness between the carry trade and financial markets

Nefzi, Nourhaine; Melki, Abir - In: Borsa Istanbul Review 23 (2023) 3, pp. 748-758

By examining the connectedness of carry trade currency with stock, foreign exchange (forex), and commodity markets, the paper investigates the extent to which shocks in capital flows driven by interest-rate differentials affect financial markets. Following the framework of Diebold and Yilmaz...

Persistent link: https://www.econbiz.de/10014308844

Return spillover across the carbon market and financial markets : a quantile-based approach

Wen, Fenghua; Wang, Kangsheng; Zeng, Aiqing - In: Research in international business and finance 69 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10015052892

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