COVID-19 media coverage and ESG leader indices.
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.
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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