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Quantifying the asymmetric spillovers in sustainable investments · Study

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Quantifying the asymmetric spillovers in sustainable investments

Najaf Iqbal, Muhammad Abubakr Naeem, Muhammad Tahir Suleman

2021-12-06articleJournal of International Financial Markets Institutions and Money133 citationsclosed

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Financial Risk and Volatility Modeling Market Dynamics and Volatility Sustainable Finance and Green Bonds

Abstract

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Citations in this library

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References

1998Generalized impulse response analysis in linear multivariate models

2011Better to give than to receive: Predictive directional measurement of volatility spillovers

2014On the network topology of variance decompositions: Measuring the connectedness of financial firms

2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market

2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets

2020Sustainable investing in equilibrium

2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*

2015Do ratings of firms converge? Implications for managers, investors and strategy researchers

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2023Transitioning to clean energy: Assessing the impact of renewable energy, bio-capacity and access to clean fuel on carbon emissions in OECD economies

2022Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19

2023The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments

2024The role of artificial intelligence and fintech in promoting eco-friendly investments and non-greenwashing practices in the US market

2022Risk Connectedness Between Green and Conventional Assets with Portfolio Implications

2023Impact of natural resource mining on sustainable economic development: The role of education and green innovation in China

2022Quantifying the extreme spillovers on worldwide ESG leaders' equity

2022Multiscale features of extreme risk spillover networks among global stock markets

Details

Year2021

Typearticle

VenueJournal of International Financial Markets Institutions and Money

Languageen

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Identifiers

doi10.1016/j.intfin.2021.101480

openalex_workW4200494591

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