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James Kelly (@JamesKelly387) profile picture

James Kelly

@JamesKelly387
UK
Joined November 2022
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James Kelly (@JamesKelly387) profile picture
James Kelly@JamesKelly38728 Nov 2022
Great to have another article out with @g_coqueret and @chris_cm401 on ‘International market exposure to sovereign ESG’ doi.org/10.1080/20430795.202…
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Chris Morgenstern (@chris_cm401) profile picture
Chris Morgenstern@chris_cm40125 Nov 2022
Our latest article with @g_coqueret and James Kelly on ‘International market exposure to sovereign ESG’ tandfonline.com/doi/full/10.…

International market exposure to sovereign ESG

We quantify equity and bond market sensitivity to sovereign ESG scores and their variations which, theoretically, is equivalent to evaluating the demand for ESG at the global scale. We do so by est...

tandfonline.com
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James Kelly retweeted
Guillaume Coqueret (@g_coqueret) profile picture
Guillaume Coqueret@g_coqueret28 Nov 2022
Regressing (longitudinally) aggregate market returns on sovereign ESG metrics yields few significant coefficients. 👇 (with @chris_cm401 ) tandfonline.com/doi/full/10.…

International market exposure to sovereign ESG

We quantify equity and bond market sensitivity to sovereign ESG scores and their variations which, theoretically, is equivalent to evaluating the demand for ESG at the global scale. We do so by est...

tandfonline.com
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