Abstract
The environmental risk studied here involves the uncertainty related to the returns from investing in green companies compared to the returns from more traditional investment strategies. Environmental risk in a financial sense is considered as the uncertainty associated with the returns from sustainability indices.
Time series techniques developed in the field of financial econometrics are used to explore the time-varying risk associated with investing in green companies.
| Original language | Spanish (Mexico) |
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| State | Published - 19 Oct 2022 |