Financial technology and ESG market: A wavelet-DCC GARCH approach

Babak Naysary; Keshab Shrestha

doi:10.1016/j.ribaf.2024.102466

Financial technology and ESG market: A wavelet-DCC GARCH approach

Babak Naysary^*, Keshab Shrestha

^*Corresponding author for this work

Birmingham City University

Sunway University

Research output: Contribution to journal › Article › peer-review

1 Citation (SciVal)

Original language	English
Article number	102466
Journal	Research in International Business and Finance
Volume	71
DOIs	https://doi.org/10.1016/j.ribaf.2024.102466
Publication status	Published (VoR) - 24 Jun 2024

Keywords

DCC GARCH
ESG market
FinTech
Wavelet coherence

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10.1016/j.ribaf.2024.102466Licence: CC BY

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title = "Financial technology and ESG market: A wavelet-DCC GARCH approach",

keywords = "DCC GARCH, ESG market, FinTech, Wavelet coherence",

author = "Babak Naysary and Keshab Shrestha",

note = "Publisher Copyright: {\textcopyright} 2024 The Authors",

year = "2024",

month = jun,

day = "24",

doi = "10.1016/j.ribaf.2024.102466",

language = "English",

volume = "71",

journal = "Research in International Business and Finance",

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TY - JOUR

T1 - Financial technology and ESG market

T2 - A wavelet-DCC GARCH approach

AU - Naysary, Babak

AU - Shrestha, Keshab

PY - 2024/6/24

Y1 - 2024/6/24

KW - DCC GARCH

KW - ESG market

KW - FinTech

KW - Wavelet coherence

UR - https://www.open-access.bcu.ac.uk/15857/

U2 - 10.1016/j.ribaf.2024.102466

DO - 10.1016/j.ribaf.2024.102466

M3 - Article

AN - SCOPUS:85196960672

SN - 0275-5319

VL - 71

JO - Research in International Business and Finance

JF - Research in International Business and Finance

M1 - 102466

ER -

Financial technology and ESG market: A wavelet-DCC GARCH approach

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