An analysis of United States on Dow Jones Sustainability Index

This paper examines the effect of various economic and financial indicators on the Dow Jones Sustainability Index (DJSI) returns. In particular, four explanatory variables are employed, namely United States (US) 10 Year bond value, gold price, Trade Weighted U.S. Dollar Index and Consumer Sentiment...

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Bibliographic Details
Main Authors: Grigoris Giannarakis, Xanthi Partalidou, Eleni Zafeiriou, Nikolaos Sariannidis
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2016-10-01
Series:Investment Management & Financial Innovations
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/7817/imfi_en_2016_03cont2_Giannarakis.pdf