Green alchemy: Transforming market signals into sustainable portfolio investments
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SS Alharbi, S Ali, S Ijaz, J Girar
International Review of Financial Analysis, 2026
Elsevier
Despite the growing interest in socially responsible investment, which has been driven by an overall trend to incorporate non-financial factors with the traditional financial measures, limited but substantive studies on the dynamics of returns and volatility of socially responsible investment have been conducted. Meanwhile, the interrelationships between these markets and their overall effects have not been adequately studied. Therefore, the current study uses a time-varying parameter vector autoregressive (TVP-VAR) model to …
