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Published in 2020 at "International Review of Financial Analysis"
DOI: 10.1016/j.irfa.2020.101505
Abstract: This study investigates the effects of uncertainty measures on the dynamics of sustainability indices across different regions of the globe in the post-crisis period. The analysis is conducted under a multivariate Nonlinear Autoregressive-Distributed Lag (NARDL)…
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Keywords:
sustainability indices;
uncertainty;
framework;
effects uncertainty ... See more keywords