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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
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