Long-run memory in ethical and conventional investments. Novel evidence from a VAR(1)-FIEGARCH model
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DOI: 10.1007/s12197-019-09502-7
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More about this item
Keywords
Ethical investments; Policy uncertainty; Risk analysis; Fractional integration;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- G1 - Financial Economics - - General Financial Markets
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