Assessing downside and upside risk spillovers across conventional and socially responsible stock markets
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DOI: 10.1016/j.econmod.2019.09.023
Abstract: Abstract Since the aftermath of the recent global financial crisis, socially responsible (SR) investments have become an alternative form of conventional finance, giving rise to further systemic risk between conventional and SR stock markets. In… read more here.
Keywords: risk; responsible stock; stock markets; market ... See more keywords