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ESG and economic policy uncertainty: A wavelet application

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اقرأ أكثر
  • معلومة اضافية
    • بيانات النشر:
      Elsevier
    • الموضوع:
      2023
    • Collection:
      Birmingham City University: BCU Open Access
    • نبذة مختصرة :
      In this study, we examine the relationship between country-level EPU and MSCI ESG Leaders for the US and the UK using wavelet coherence analysis and daily data. We find a significant negative relationship between ESG indices and EPU. However, the existence of the significant negative relationship depends on certain time scales and dates. For both countries, the ESG indices lead the EPU in general. However, for certain time scales and dates, EPU leads the ESG indices.
    • File Description:
      text
    • Relation:
      https://www.open-access.bcu.ac.uk/15152/1/1-s2.0-S1544612323010176-main.pdf; Shrestha, Keshab and Naysary, Babak (2023) ESG and economic policy uncertainty: A wavelet application. Finance Research Letters, 58 (D). p. 104645. ISSN 1544-6123
    • الرقم المعرف:
      10.1016/j.frl.2023.104645
    • الدخول الالكتروني :
      http://www.open-access.bcu.ac.uk/15152/
      https://www.open-access.bcu.ac.uk/15152/1/1-s2.0-S1544612323010176-main.pdf
      https://www.sciencedirect.com/science/article/pii/S1544612323010176
      https://doi.org/10.1016/j.frl.2023.104645
    • Rights:
      cc_by_4
    • الرقم المعرف:
      edsbas.D0487B87