The Causal Relationships Between ESG and Financial Asset Classes : A multiple investment horizon wavelet approach of the non-linear directionality
This thesis investigates if Environmental, Social and Governance (ESG) investments can be considered as an independent asset class. As ESG and responsible investing has increased substantially in recent years, responsible investments have entered the portfolios with other asset classes too. Therefor...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
Linköpings universitet, Nationalekonomi
2019
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-159650 |