ORCID "Kılıç, Yunus/0000-0002-9758-5118" için listeleme
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Return and risk spillovers between the ESG global index and stock markets: Evidence from time and frequency analysis
Kılıç, Yunus; Destek, Mehmet Akif; Çevik, Emrah İsmail; Buğan, Mehmet Fatih; Korkmaz, Oya; Dibooglu, Sel (Elsevier, 2022)In this paper, we examine comovements between stock market returns and investments that take into account Environmental, Social, and Governance (ESG) factors by studying the interconnections between the two returns in time ...