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Global spillovers between sustainable and traditional ETFS: crisis dynamics and...
Gabriel, Vítor Manuel de Sousa; Lozano, María Belén; Matias, Fernanda; Neves, Maria Elisabete; Rebelo, SandraThis paper examines the interconnections between segments of exchange-traded funds (ETFs), bridging the traditional financial perspective with the sustainability-driven approach based on the Sustainable Development Goals (SDGs) outlined in Agenda 2030. The analysis is endogenous, focusing on the shocks that emerge within the system composed of these segments. Utilizing daily data from six sustainable segments, ...
The low‐carbon equity market: A new alternative for investment diversification?
Gabriel, Vítor Manuel de Sousa; Lozano, María Belén; Matias, FernandaAddressing the topic of ethical investment, this paper considers stock market indices related to climate change and provides the first comprehensive analysis of the links between low-carbon equities and conventional equities. Results show that in the long run, low carbon economy indices do not behave like conventional indices, and no balance relationship is identified between the two, such that investors can fi...