The impact of uncertainty indices on sustainable investments in India: TVP-VAR based connectedness approach
(2024)
Presentation / Conference Contribution
This paper examines how strong is the policy uncertainty networks transmit-ting information to sustainable investments in an emerging market like In-dia. Specially, by employing TVP-VAR on monthly closing value of three sustainability indices from Bo... Read More about The impact of uncertainty indices on sustainable investments in India: TVP-VAR based connectedness approach.