使用多元 ARDL 模型检验社会、环境和治理股价指数的单位根

IF 1.2 4区经济学 Q3 ECONOMICS

Applied Economics Letters Pub Date : 2024-08-02 DOI:10.1080/13504851.2024.2386155

Yi-Ting Peng, Tsangyao Chang

引用次数: 0

摘要

建立绿色股票市场（GSM）对促进可持续发展具有重要意义。然而，绿色股票市场容易受到金融市场波动的影响。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Testing the unit root of social, environmental, and governance stock price indexes using a multivariate ARDL model

The establishment of a green stock market (GSM) has significant implications for the advancement of sustainable development. However, it is susceptible to fluctuations caused by fluctuations in fos...

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来源期刊

Applied Economics Letters ECONOMICS-

CiteScore

2.90

自引率

6.20%

发文量

460

期刊介绍： Applied Economics Letters is a companion journal to Applied Economics and Applied Financial Economics. It publishes short accounts of new original research and encourages discussion of papers previously published in its two companion journals. Letters are reviewed by the Editor, a member of the Editorial Board or another suitable authority. They are generally applied in nature, but may include discussion of method and theoretical formulation. In a change to the format of the Applied Financial Series of journals, from 2009 Applied Financial Economics Letters will be incorporated into its sister journal Applied Economics Letters.