The term structure of yield curve and connectedness among ESG investments
Year of publication: |
2024
|
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Authors: | Iqbal, Najaf ; Umar, Zaghum ; Ruman, Asif M. ; Jiang, Shaohua |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 67.2024, 1, Art.-No. 102145, p. 1-21
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Subject: | Connectedness | Crisis periods | ESG leader indices | Long- and short-run | Return and volatility | US term structure of interest rates | Zinsstruktur | Yield curve | Volatilität | Volatility | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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