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- Title
Conditional volatility in sustainable and traditional stock exchange indexes: analysis of the Spanish market.
- Authors
Ortas, Eduardo; Moneva, José M.
- Abstract
Most of the world's leading economies felt during 2008 into a recession period, mainly due to the emergence of the global financial downturn. This has lead to an increase in the volatility levels on stock markets. Under this context, there is a growing need to accurately assess the risk to which investment portfolios are exposed, in addition to ensuring that these are well diversified. Thus, the aim of this research is to analyse the risk, in terms of volatility levels, associated with investing in socially responsible assets, such as the Socially Responsible Investment stock exchange indexes in the Spanish Market.
- Subjects
SPAIN; GLOBAL Financial Crisis, 2008-2009; STOCK exchanges; MARKET volatility; INVESTMENTS; ETHICAL investments; ASSETS (Accounting); RISK management in business; SPANISH economy, 1975-2014
- Publication
GCG: Revista de Globalización, Competitividad & Gobernabilidad, 2010, Vol 4, Issue 2, p104
- ISSN
1988-7116
- Publication type
Article