... performance G11 G12 G17 The relevance of the research subject is determined by the paradigm of new socially responsible investment, which has been evolving in recent decades (Aouadi and Marsat, 2018 ; Galema et al., 2008). This means that investors expect not only profitability...

... on the interpretation of empirical results. Finally, Section 5 renders the concluding remarks. In reviewing contextual studies, we outline both the theoretical and empirical related studies. Price bubble Currency conversion rates SADF GSADF BRICS Turkey C22 D51 G12 G17 ADF...

... at Risk (CaViaR) model (see Bao et al., 2004 ; Chen et al., 2012 ; Drakos et al., 2015 ; Kuester et al., 2006). This quantile regression model does not require distributional assumptions. Value at risk GARCH CaViaR MILA ASEAN C52 C53 G17...