Backtesting ESG Ratings

Christophe Boucher, Wassim Le Lann (), Stéphane Matton and Sessi Tokpavi ()

No 2883, LEO Working Papers / DR LEO from Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans

Keywords: Backtesting; ESG ratings; ESG risks; ESG-related events; Idiosyncratic realised volatility; Test of equal predictive power; Panel data; Consensus ESG ratings (search for similar items in EconPapers)
Date: 2021
New Economics Papers: this item is included in nep-rmg
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://data.leo-univ-orleans.fr/media/search-works/2883/dr-leo-2021-09.pdf
Our link check indicates that this URL is bad, the error code is: 500 Can't connect to data.leo-univ-orleans.fr:80 (A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond.)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:leo:wpaper:2883

Access Statistics for this paper

More papers in LEO Working Papers / DR LEO from Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans Contact information at EDIRC.
Bibliographic data for series maintained by Sébastien Galanti ().