Long-run memory in ethical and conventional investments....

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Journal of Economics and Finance 2019 / 12

Long-run memory in ethical and conventional investments. Novel evidence from a VAR(1)-FIEGARCH model

Koulakiotis, Athanasios, Babalos, Vassilios, Kiohos, Apostolos, Kyriakou, Maria I.
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Journal:
Journal of Economics and Finance
DOI:
10.1007/s12197-019-09502-7
Date:
December, 2019
File:
PDF, 346 KB
2019
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