ESG Investment in the Global Economy
| Autor: | Tadahiro Nakajima, Shigeyuki Hamori, Xie He, Guizhou Liu, Wenting Zhang, Yulian Zhang, Tiantian Liu |
|---|---|
| EAN: | 9789811629907 |
| eBook Format: | |
| Sprache: | Englisch |
| Produktart: | eBook |
| Veröffentlichungsdatum: | 28.07.2021 |
| Kategorie: | |
| Schlagworte: | ESG investment;empirical finance;financial markets;financial security;non-stationary analysis;measurement of connectedness;estimation of CAPM;VaR;estimation of copula |
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This book introduces environmental, social and governance (ESG) investment and clarifies its characteristics as financial securities. It is forecasted that companies' ESG information will be reflected in their corporate value as much as their financial information is in the future. The special feature of this book is to reveal the characteristics and impact of ESG investment using various quantitative analyses (e.g. EGARCH, asymmetric DCC, copula, VaR, connectedness, dynamic spillover). This book focuses on the relationship between some ESG indexes and the other economic variables, particularly in light of the recent economic environment (e.g. Global Financial Crisis, COIVID-19 pandemic, crude oil price crash). Readers can grasp a larger picture of ESG investment through a survey of its history and current status, predictions of its future, and interpretation of various empirical analysis results.