@JamesKelly387
 UK
Joined November 2022
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Great to have another article out with @g_coqueret and @chris_cm401 on ‘International market exposure to sovereign ESG’ doi.org/10.1080/20430795.202…
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Our latest article with @g_coqueret and James Kelly on ‘International market exposure to sovereign ESG’ tandfonline.com/doi/full/10.…

International market exposure to sovereign ESG

We quantify equity and bond market sensitivity to sovereign ESG scores and their variations which, theoretically, is equivalent to evaluating the demand for ESG at the global scale. We do so by est...

tandfonline.com
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Regressing (longitudinally) aggregate market returns on sovereign ESG metrics yields few significant coefficients. 👇 (with @chris_cm401 ) tandfonline.com/doi/full/10.…

International market exposure to sovereign ESG

We quantify equity and bond market sensitivity to sovereign ESG scores and their variations which, theoretically, is equivalent to evaluating the demand for ESG at the global scale. We do so by est...

tandfonline.com
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