Do market conditions affect interconnectedness pattern of socially responsible equities?

Author:

Naeem Muhammad AbubakrORCID,Anwer ZaheerORCID,Khan AshrafORCID,Paltrinieri Andrea

Publisher

Elsevier BV

Reference99 articles.

1. Systemic risk spillover across global and country stock markets during the COVID-19 pandemic;Abuzayed;Economic Analysis and Policy,2021

2. The cost of socially responsible investing;Adler;Journal of Portfolio Management,2008

3. COVID–19 media coverage and ESG leader indices;Akhtaruzzaman;Finance Research Letters,2021

4. Tail dependence and information flow: Evidence from international equity markets;Al Rahahleh;Physica A: Statistical Mechanics and its Applications,2017

5. Extreme co-movements and dependencies among major international exchange rates: A copula approach;Albulescu;The Quarterly Review of Economics and Finance,2018

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