Exploring the connectedness between major volatility indexes and worldwide sustainable investments
This paper examines the dynamic connectedness between various measures of volatility indexes (e.g., Engle and Campos-Martins (2023)’s global common volatility index (COVOL), VIX, OVX, GVZ) and worldwide ESG leaders’ equity markets, using an aggregated connectedness approach for the period January 20...
| Main Authors: | , , , , |
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| Format: | Journal Article |
| Published: |
2025
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| Online Access: | http://hdl.handle.net/20.500.11937/97481 |