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dc.contributor.authorUddin, Gazi Salah
dc.contributor.authorYahya, Muhammad
dc.contributor.authorAhmed, Ali
dc.contributor.authorPark, Donghyun
dc.contributor.authorTian, Shu
dc.date.accessioned2023-04-26T11:04:45Z
dc.date.available2023-04-26T11:04:45Z
dc.date.created2023-01-04T09:12:43Z
dc.date.issued2022
dc.identifier.citationInternational Journal of Finance and Economics. 2022, .en_US
dc.identifier.issn1076-9307
dc.identifier.urihttps://hdl.handle.net/11250/3065109
dc.description.abstractWe analyse time-varying risk spillover and dependence to assess the systemic risk benefits of ethical, sustainable, and green investments. Our data comprise sustainable investments from ethical, environmental, social and governance (ESG), and green bonds. We investigate the link to major asset classes, including equity, commodity, and currency markets. We find evidence of close connection between the major asset classes and sustainable assets, except green bonds. We also explore the improvement in hedging efficiency from combining ethical and ESG investments with commodities and currencies over investment horizons. Our analysis based on systemic risk measures indicates that there is evidence of lower time-scale systemic risk connectedness in the case of commodities and currencies combined with ethical and ESG assets. These findings have significant implications for portfolio managers, policymakers, and market participants.en_US
dc.language.isoengen_US
dc.rightsNavngivelse 4.0 Internasjonal*
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/deed.no*
dc.subjectcommoditiesen_US
dc.subjectethical investmentsen_US
dc.subjectexchange rateen_US
dc.subjectfinancial indicesen_US
dc.subjectsustainable investmenten_US
dc.subjectsystemic risken_US
dc.titleIn search of light in the darkness: What can we learn from ethical, sustainable and green investments?en_US
dc.typePeer revieweden_US
dc.typeJournal articleen_US
dc.description.versionpublishedVersionen_US
dc.subject.nsiVDP::Samfunnsvitenskap: 200::Økonomi: 210en_US
dc.source.pagenumber0en_US
dc.source.journalInternational Journal of Finance and Economicsen_US
dc.identifier.doi10.1002/ijfe.2742
dc.identifier.cristin2100163
cristin.ispublishedtrue
cristin.fulltextoriginal
cristin.qualitycode1


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Navngivelse 4.0 Internasjonal
Except where otherwise noted, this item's license is described as Navngivelse 4.0 Internasjonal