Results 101 to 110 of about 7,709 (301)

Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model

, 2009
In this paper, we propose a multivariate GARCH model with a time-varying conditional correlation structure. The new double smooth transition conditional correlation (DSTCC) GARCH model extends the smooth transition conditional correlation (STCC) GARCH ...
Timo Teräsvirta, Annastiina Silvennoinen, Terasvirta, Timo, Silvennoinen, Annastiina   +3 more
core   +1 more source

The Role of Business R&D in Environmental Sustainability: Evidence From the Nordic Countries

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT As environmental sustainability becomes an increasingly important concern for advanced economies, the role of business innovation in relation to environmental outcomes has attracted increasing attention. This study examines the relationship between business enterprise research and development (BERD) and environmental sustainability in the ...
Abdullah Emre Caglar, Mehmet Ulug, Ismail Demirdag   +2 more
wiley   +1 more source

Dynamic Conditional Correlations for Asymmetric Processes [PDF]

The paper develops two Dynamic Conditional Correlation (DCC) models, namely the Wishart DCC (WDCC) model and the Matrix-Exponential Conditional Correlation (MECC) model. The paper applies the WDCC approach to the exponential GARCH (EGARCH) and GJR models
Michael McAleer, Manabu Asai
core   +4 more sources

ESG Ratings and Firms' Engagement in Global Innovation Ecosystems: Implications for Green Innovation Capacity

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT The increasing salience of climate change has intensified attention to the roe of ESG ratings in shaping firms' green innovation. We examine the link between ESG performance and green innovation, highlighting the role of participation in global innovation networks.
Miaomiao Tao, David Roubaud, Mingzhi Zhang, Qianli Ma   +3 more
wiley   +1 more source

Generalized Least Squares Estimation for Cointegration Parameters Under Conditional Heteroskedasticity [PDF]

In the presence of generalized conditional heteroscedasticity (GARCH) in the residuals of a vector error correction model (VECM), maximum likelihood (ML) estimation of the cointegration parameters has been shown to be efficient.
Helmut Herwartz, Helmut Luetkepohl
core  

Do CSR Committees Pay Off? Direct and Indirect Links to Financial and ESG Performance

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT Corporate boards increasingly delegate sustainability oversight to dedicated CSR committees, yet evidence on whether these committees improve corporate performance remains mixed. This study argues that part of this inconsistency arises because prior research often emphasizes overall associations between CSR committees and performance without ...
Ana Isabel Lopes
wiley   +1 more source

A Meta‐Analytic Review of Board Characteristics and Carbon Emission Disclosure: The Moderating Effect of Contextual Factors

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT The relationship between board governance and corporate carbon emission disclosure remains persistently inconsistent across the empirical literature, despite decades of accumulated evidence. Drawing on agency, stakeholder, legitimacy, institutional, and upper echelons perspectives within a single analytical framework, we conduct a three‐level ...
Mohamed Hegazy, Diego Prior, Mahmoud Zarea   +2 more
wiley   +1 more source

Analyzing Rupiah-USD Exchange Rate Dynamics: A Study with ARCH and GARCH Models

JOIV: International Journal on Informatics Visualization
The study aims to analyze the volatility of the Rupiah-USD exchange rate and predict future fluctuations using the Autoregressive Conditional Heteroskedasticity (ARCH) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models.
Ansari Saleh Ahmar, Salim Al Idrus, - Asmar   +2 more
doaj   +1 more source

The AI Sustainability Paradox: How Verification and Regulation Synergize to Curb Greenwashing in Emerging Markets

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT Artificial intelligence (AI) reflects a paradox for corporate sustainability: it provides tools for genuine socio‐economic improvement and enables greenwashing at scale. This study examines this duality in emerging Asian markets, where rapid AI adoption coincides with evolving regulatory regimes.
Ashutosh Yadav, Simplice A. Asongu
wiley   +1 more source

Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments [PDF]

We propose and evaluate a technique for instrumental variables estimation of linear models with conditional heteroskedasticity. The technique uses approximating parametric models for the projection of right hand side variables onto the instrument space ...
Kenneth D. West, Stanislav Anatolyev, Ka-fu Wong   +2 more
core   +2 more sources