ESG Green Equity Finance Risk and Links in Mexico: Conditional Volatility and Markov Switching Vector Analyses
We analyze the differential influence of Mexican oil price, exchange rate and S&P 500 Index on the Mexican Stock Exchange: S&P/BMV IPC ESG Tilted Index (sustainable stock market index), and on the S&P/BMV IPC (General stock market index) in two different regimes. First, we estimate the conditional v...
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| Pubblicato in: | Revista Mexicana de Economía y Finanzas. Nueva Época / Mexican Journal of Economics and Finance |
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| Autori principali: | , , |
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Instituto Mexicano de Ejecutivos de Finanzas A.C.
2022
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| Soggetti: | |
| Accesso online: | https://www.redalyc.org/articulo.oa?id=423780639001 https://www.redalyc.org/journal/4237/423780639001/ https://www.redalyc.org/journal/4237/423780639001/html/ https://www.redalyc.org/journal/4237/423780639001/423780639001.epub https://www.redalyc.org/journal/4237/423780639001/movil |
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