Are ESG Ratings Informative To Forecast Idiosyncratic Risk?
This paper develops a backtesting procedure that evaluates how well ESG ratings help in predicting a company’s idiosyncratic risk. Technically, the inference is based on extending the conditional predictive ability test of Giacomini and White (2006) to a panel data setting. We apply our methodology...
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| Glavni autori: | , , , |
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| Format: | Article ou chapitre numérique |
| Jezik: | Français |
| Izdano: |
2025
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| Teme: | |
| Online pristup: | Accès Université d'Orléans et IFPM Accès Université d'Orléans et IFPM |