Sökning: "Mahim Hoque"

Hittade 1 uppsats innehållade orden Mahim Hoque.

  1. 1. The Causal Relationships Between ESG and Financial Asset Classes : A multiple investment horizon wavelet approach of the non-linear directionality

    Master-uppsats, Linköpings universitet/Nationalekonomi

    Författare :Emil Andersson; Mahim Hoque; [2019]
    Nyckelord :ESG; Non-linear; Granger causality; Wavelet; Return performance; Directionality; Responsible investing; Sustainability; DCC-GARCH; VAR; Climate; Asset class; Investment horizon;

    Sammanfattning : 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. LÄS MER