Integration and Volatility Spillover Among Environmental, Social and Governance Indices: Evidence from BRICS Countries
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DOI: 10.1177/09721509221114699
Abstract: The current research examines the integration of environmental, social and governance (ESG) equity indices among emerging markets, that is, Brazil, Russia, India, China and South Africa (BRICS). Daily data of the ESG equity index from… read more here.
Keywords: integration; volatility spillover; volatility; environmental social ... See more keywords