| dc.creator |
Duranay, Serhat |
|
| dc.creator |
GÖK, İbrahim Yaşar |
|
| dc.creator |
Uzunoglu Unlu, Hande |
|
| dc.date |
2019-12-02T01:00:00Z |
|
| dc.date.accessioned |
2020-10-06T10:47:39Z |
|
| dc.date.available |
2020-10-06T10:47:39Z |
|
| dc.identifier |
88ed879d-f61b-4dea-80d1-ea27e2eb07dd |
|
| dc.identifier |
10.1108/srj-02-2019-0073 |
|
| dc.identifier |
https://avesis.sdu.edu.tr/publication/details/88ed879d-f61b-4dea-80d1-ea27e2eb07dd/oai |
|
| dc.identifier.uri |
http://acikerisim.sdu.edu.tr/xmlui/handle/123456789/65589 |
|
| dc.description |
Purpose This study aims to investigate the international portfolio diversification opportunities provided by Turkish sustainable firms to international socially responsible investors. Design/methodology/approach The Borsa Istanbul Sustainability Index (XUSRD) and FTSE4Good index family daily data for the period of 11/04/2014-12/31/2017 is used and the DCC-GARCH model is applied to explore the dynamic correlation linkages. Findings The results indicate that co-movements between XUSRD and FTSE4Good indices are time-varying and generally display a low level. While the highest average conditional correlation value was observed between XUSRD and Developed 100 index, the lowest one was between XUSRD and FTSE4Good Japan index. |
|
| dc.language |
eng |
|
| dc.rights |
info:eu-repo/semantics/closedAccess |
|
| dc.title |
Co-movement dynamics of sustainability indices: investigating the diversification opportunities through FTSE4Good index family and Borsa Istanbul sustainability index |
|
| dc.type |
info:eu-repo/semantics/article |
|