Results 121 to 130 of about 123,594 (283)
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT The purpose of this study is to examine the relationship between board composition characteristics and ESG performance in companies from BRICS countries, and to assess how sector sensitivity moderates this relationship. A sample of 2045 BRICS companies was examined using panel data regression with random effects and logistic regression ...
Geovane Camilo dos Santos +2 more
wiley +1 more source
Quantile Regression for Location-Scale Time Series Models with Conditional Heteroscedasticity [PDF]
, 2015 This paper considers quantile regression for a wide class of time series models including ARMA models with asymmetric GARCH (AGARCH) errors. The classical mean-variance models are reinterpreted as conditional location-scale models so that the quantile ...
Lee, Sangyeol, Noh, Jungsik
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Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Within the framework of sustainable development and environmental policy, environmental certification is regarded as a mechanism through which road passenger transport companies (RPTCs) could mitigate their adverse environmental impacts and attain competitive advantages that may enhance their financial performance.
Jose Antonio Cavero‐Rubio +1 more
wiley +1 more source
The relationship between ARIMA-GARCH and unobserved component models with GARCH disturbances [PDF]
The objective of this paper is to analyze the consequences of fitting ARIMA-GARCH models to series generated by conditionally heteroscedastic unobserved component models. Focusing on the local level model, we show that the heteroscedasticity is weaker in
Antoni Espasa +2 more
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Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study explores how corporate environmental, social, and governance (ESG) performance affects equity misvaluation and how country‐level factors—national culture, environmental performance indicators, and world governance indicators (WGIs)—moderate the relationship between corporate ESG performance and misvaluation.
Xinyu Wang +4 more
wiley +1 more source
Robust M-estimation of multivariate conditionally heteroscedastic time series models with elliptical innovations. [PDF]
This paper proposes new methods for the econometric analysis of outlier contaminated multivariate conditionally heteroscedastic time series. Robust alternatives to the Gaussian quasi-maximum likelihood estimator are presented.
Boudt, Kris, Croux, Christophe
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Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This research focuses on the connection between ESG (Environmental, Social, and Governance) factors and financial performance in the fashion industry, grounded on stakeholder theory and signaling theory as its theoretical foundations. By examining 1144 firm‐year observations from 194 publicly listed companies in 24 countries (2013–2023), the ...
Samantha Barresi, Michele Bertoni
wiley +1 more source
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models [PDF]
We propose an instrumental variable quantile regression (IVQR) estimator for spatial autoregressive (SAR) models. Like the GMM estimators of Lin and Lee (2006) and Kelejian and Prucha (2006), the IVQR estimator is robust against heteroscedasticity ...
Liangjun Su, Zhenlin Yang
core +1 more source
Does ESG Performance Reduce Default Risk in Insurance Firms? Evidence From Life and Non‐Life Sectors
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study examines whether environmental, social, and governance performance is associated with lower default risk in European insurance firms, and whether the strength of this association differs between life and non‐life business models.
S. Miani, M. Mantovani, E. Palmieri
wiley +1 more source
Demand Analysis for Shrimp in the United States [PDF]
This paper analyzes the demand for shrimp along with beef, pork, and chicken in the US food market, which contributes much to predicting supply strategies, consumer preferences and policy making.
Shaik, Saleem, Zhou, Xia (Vivian)
core +1 more source