Return and risk spillovers between the ESG global index and stock markets: Evidence from time and frequency analysis

Author:

Kilic YunusORCID,Destek Mehmet Akif,Cevik Emrah IsmailORCID,Bugan Mehmet Fatih,Korkmaz Oya,Dibooglu Sel

Publisher

Elsevier BV

Subject

General Medicine

Reference58 articles.

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3. Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19;Arif;Energy Policy,2022

4. Environmental, social and governance (ESG) disclosure and its effect on firm's performance: A comparative study;Atan;International Journal of Economics and Management,2016

5. Do sustainable stocks offer diversification benefits for conventional portfolios? An empirical analysis of risk spillovers and dynamic correlations;Balcilar;Sustainability,2017

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