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      COVID–19 media coverage and ESG leader indices

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          There is no author summary for this article yet. Authors can add summaries to their articles on ScienceOpen to make them more accessible to a non-specialist audience.

          Abstract

          This study examines the dynamic connectedness between COVID–19 media coverage index (MCI) and ESG leader indices. Our findings provide evidence that MCI plays a role in facilitating the transmission of contagion to advanced and emerging equity markets during the pandemic. The connectedness between MCI and ESG leader indices is more pronounced around March and April 2020 at the peak of the pandemic. The US is a net receiver of shocks reaffirming that it was the most affected country during the pandemic. Our results provide implications for investors, portfolio managers, and policymakers in mitigating financial risks during the pandemic.

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          Better to give than to receive: Predictive directional measurement of volatility spillovers

          Francis X Diebold, Kamil Yilmaz (2012)
          Article 0 comments Cited 753 times – based on 0 reviews     Review now
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            Generalized impulse response analysis in linear multivariate models

            H.Hashem Pesaran, Yongcheol Shin (1998)
            Article 0 comments Cited 624 times – based on 0 reviews     Review now
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              On the network topology of variance decompositions: Measuring the connectedness of financial firms

              Francis X Diebold, Kamil Yılmaz (2014)
              Article 0 comments Cited 591 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Journal ID (nlm-ta): Financ Res Lett
                Journal ID (iso-abbrev): Financ Res Lett
                Title: Finance Research Letters
                Publisher: Elsevier Inc.
                ISSN (Print): 1544-6123
                ISSN (Electronic): 1544-6131
                Publication date PMC-release: 25 May 2021
                Publication date (Print): March 2022
                Publication date (Electronic): 25 May 2021
                Volume: 45
                Page: 102170
                Affiliations
                [a ]Peter Faber Business School, Australian Catholic University, Australia
                [b ]EM Normandie Business School, Métis Lab, France
                [c ]International School, Vietnam National University, Hanoi, Vietnam
                [d ]Zayed University, Abu Dhabi, United Arab Emirates
                [e ]South Ural State University, Chelyabinsk, Russian Federation
                [f ]UCB Capital Management Ltd, Bangladesh
                Author notes
                [* ]Corresponding author. Email:
                Article
                Publisher Item ID: S1544-6123(21)00244-0 Publisher ID: 102170
                DOI: 10.1016/j.frl.2021.102170
                PMC ID: 8856890
                PubMed ID: 35221818
                SO-VID: dd519c58-53a1-4c9e-94a1-b7a3552c0d1c
                Copyright © © 2021 Elsevier Inc. All rights reserved.
                License:

                Since January 2020 Elsevier has created a COVID-19 resource centre with free information in English and Mandarin on the novel coronavirus COVID-19. The COVID-19 resource centre is hosted on Elsevier Connect, the company's public news and information website. Elsevier hereby grants permission to make all its COVID-19-related research that is available on the COVID-19 resource centre - including this research content - immediately available in PubMed Central and other publicly funded repositories, such as the WHO COVID database with rights for unrestricted research re-use and analyses in any form or by any means with acknowledgement of the original source. These permissions are granted for free by Elsevier for as long as the COVID-19 resource centre remains active.

                History
                Date received : 7 March 2021
                Date revision received : 19 May 2021
                Date accepted : 21 May 2021
                Categories
                Subject: Article

                Keywords: covid–19,esg leaders,financial contagion,media coverage index,tvp–var
                Data availability:
                Keywords: covid–19, esg leaders, financial contagion, media coverage index, tvp–var

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