Identifying Asymmetries between Socially Responsible and Conventional Investments
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References listed on IDEAS
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Cited by:
- Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2017.
"Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations,"
Sustainability, MDPI, vol. 9(10), pages 1-18, October.
- Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2016. "Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations," Working Papers 201609, University of Pretoria, Department of Economics.
- Joanna Górka & Katarzyna Kuziak, 2022. "Volatility Modeling and Dependence Structure of ESG and Conventional Investments," Risks, MDPI, vol. 10(1), pages 1-25, January.
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More about this item
Keywords
Socially responsible investments; quantile cointegration; diversification benefits;All these keywords.
JEL classification:
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- G1 - Financial Economics - - General Financial Markets
- Q5 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics
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