Articles with "ratings implied" as a keyword



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Implied Tail Risk and ESG Ratings

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Published in 2021 at "Mathematics"

DOI: 10.3390/math9141611

Abstract: This paper explores whether the high or low ESG rating of a company is related to the level of its implied tail risk, measured on the basis of derivative data by implied skewness and implied… read more here.

Keywords: ratings implied; esg ratings; risk; tail risk ... See more keywords