"Sustainable investment"-includes a variety of asset classes selected while caring for the causes of environmental …, social, and governance (ESG). It is an investment strategy that seeks to combine social and/ or environmental benefits with … this paper is to study whether the sustainable investment alternatives offer better financial returns than the conventional …

This study examines the effect of economic policy uncertainty (EPU) on sustainable investment returns by using panel …

Cointegration has frequently been used in the financial econometrics literature to assess the degree of interdependence … whether these indices are cointegrated. We show that while heteroscedasticity alone is able to mislead cointegration tests, it … features. We conclude that cointegration is not a suitable method to analyze stock market interdependence …