Transitioning to Sustainability: Dynamic Spillovers Between Sustainability Indices and Chinese Stock Market

H. Zeng, R. Benkraiem (), M. Z. Abedin and P. Hajek
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R. Benkraiem: Audencia Business School

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Abstract: https://doi.org/10.1111/eufm.12560

Keywords: Sustainability Index; Chinese stock market sector; Tail risk; Wavelet quantile correlation; Macro risk factor (search for similar items in EconPapers)
Date: 2025-11
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Published in European Financial Management, 2025, ⟨10.1111/eufm.12560⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05444702

DOI: 10.1111/eufm.12560

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