Essays about: "Mahim Hoque"

Found 1 essay containing the words Mahim Hoque.

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

    University essay from Linköpings universitet/Nationalekonomi

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

    Abstract : 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. READ MORE