... GBs Asymmetry EPU Indian EPU CPU MPU VIX Sustainability NARDL C22 E42 Q44 Q54 Q56 As environmental degradation and resource depletion increasingly endanger our planet’s future, sustainability has become the foundation of global development. The well-established link between...

... portfolios. Moreover, the authors show the impact of filling missing data points, which is especially relevant for corporate bond markets, where data coverage tends to be lower. Carbon data Carbon emissions Climate Finance Investing Portfolio management G10 G11 P18 Q51 Q54 Q58...

... G12 G30 Q54 Hence, the h i t can be modelled as: h i t =   ω i +   β i h i , t − 1 +   α i f i , t − 1 2 The conditional covariance matrix Σ t = E [ ϵ t   ϵ t ′ | σ t − 1...