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Keywords: Wavelet
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Journal Articles
International Journal of Ethics and Systems (2024) 40 (4): 759–775.
Published: 20 September 2023
... and governance (ESG) equities, this study aims to construct a socially responsible investment strategy for cypto investors. Design/methodology/approach This study uses wavelet analysis and a time-varying parameter vector autoregressive (TVP-VAR) model to uncover the interdependence between ESG equities...
