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COVID-19 media coverage and ESG leader indices.
Akhtaruzzaman, Md; Boubaker, Sabri; Umar, Zaghum.
  • Akhtaruzzaman M; Peter Faber Business School, Australian Catholic University, Australia.
  • Boubaker S; UCB Capital Management Ltd, Bangladesh.
  • Umar Z; EM Normandie Business School, Métis Lab, France.
Financ Res Lett ; 45: 102170, 2022 Mar.
Article in English | MEDLINE | ID: covidwho-1242985
ABSTRACT
This study examines the dynamic connectedness between COVID-19 media coverage index (MCI) and ESG leader indices. Our findings provide evidence that MCI plays a role in facilitating the transmission of contagion to advanced and emerging equity markets during the pandemic. The connectedness between MCI and ESG leader indices is more pronounced around March and April 2020 at the peak of the pandemic. The US is a net receiver of shocks reaffirming that it was the most affected country during the pandemic. Our results provide implications for investors, portfolio managers, and policymakers in mitigating financial risks during the pandemic.
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Full text: Available Collection: International databases Database: MEDLINE Type of study: Prognostic study Language: English Journal: Financ Res Lett Year: 2022 Document Type: Article Affiliation country: J.frl.2021.102170

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Full text: Available Collection: International databases Database: MEDLINE Type of study: Prognostic study Language: English Journal: Financ Res Lett Year: 2022 Document Type: Article Affiliation country: J.frl.2021.102170