Authors: | Sepetis, Anastasios Halkos, George |
Issue Date: | 1-Aug-2007 |
Journal: | Ecological Economics |
Volume: | 63 |
Issue: | 2-3 |
Keywords: | Capital market, Environmental management, Systematic risk, TGARCH |
Abstract: | In this study we attempt to evaluate the stock value of Greek firms, which apply systems of environmental management in the light of systemic risk. Risk is examined empirically with the help of conditional volatility models of investment in environmental friendly firms. The empirical analysis relies on financial econometric models, which determine the underlying conditional volatility. We find tha... |
ISSN: | 0921-8009 |
DOI: | 10.1016/j.ecolecon.2006.12.015 |
URI: | https://uniwacris.uniwa.gr/handle/3000/2019 |
Type: | Article |
Department: | Department of Business Administration |
School: | School of Administrative, Economics and Social Sciences |
Affiliation: | University of West Attica (UNIWA) |
Appears in Collections: | Articles / Άρθρα |
CORE Recommender
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.