Net Investment Position and the Stock Market: The Case of Traditional and ESG Indices
Vplyv tradičných a ESG akciových indexov na čistú medzinárodnú investičnú pozíciu krajiny. Použitie rôznych metód vrátane analýzy ANOVA, viacnásobnej regresnej analýzy, korelačnej analýzy, VAR-analýzy a R/S-analýzy, ako aj Grangerovho testu kauzality. Výsledky analýzy ukazujú, že indexy ESG sú volat...
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