HIGHLIGHTS
- who: Hashem Zarafat et al. from the School of Business, Wittenborg University of Applied Sciences, Munich Campus, Wolfratshauser Str, have published the paper: Do ESG Ratings Reduce the Asymmetry Behavior in Volatility?, in the Journal: (JOURNAL) of 31/Dec/2021
- what: The authors explore the impact of on such asymmetric behavior of volatility. The authors focus on the GJR-GARCH, AGARCH, NAGARCH, and SVL models, since they capture the asymmetry behavior with only one parameter. When the authors focus on the ESG ratings, the authors see that the coefficient of ESG ratings is negative and . . .
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