Exploring the connectedness between major volatility indexes and worldwide sustainable investments

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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...

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Bibliographic Details
Main Authors:	Xu, D., Hu, Y., Oxley, Leslie, Lin, B., He, Y.
Format:	Journal Article
Published:	2025
Online Access:	http://hdl.handle.net/20.500.11937/97481

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