Work

The return volatility and shock transmission patterns of chosen S&P and Dow Jones sustainability indices and their conventional counterpart

Year: 2022

Type: article

Source: Competitiveness Review An International Business Journal incorporating Journal of Global Competitiveness

DOI: 10.1108/cr-12-2021-0188

Authors: Bashar Yaser Almansour, Muneer M. Alshater, Hazem Marashdeh, Mohamed Dhiaf, Osama F. Atayah

Institutions: World Islamic Sciences and Education University, Liwa University, Abu Dhabi University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4281878664

FWCI: 2.533

Cites: 35

Cited by: 19

Related to: 10