Description du projet :
The aim of this research project is to investigate the impact of sustainability regulation on financial markets. As permanent shocks, sustainability regulations are expected to induce structural changes in various characteristics of financial time series, in particular in return and volatility as the measures most considered by investors. Sustainability regulations are also likely to induce structural breaks in the impact of traditional factors such as economic activity and inflation on return and volatility. As the main asset classes, equities and bonds are the most exposed to these shocks. The ability of regulation to induce structural changes is likely to vary across countries. The project will include three academic articles publishable / published in high-level journals in the field and three white papers to reach a wider audience.
Research team within HES-SO:
Kadilli Anjeza
Durée du projet:
01.07.2025 - 30.06.2028
Montant global du projet: 600'000 CHF
Url of the project site:
https://www.hesge.ch/heg/actualites/2024/le-projet-la-prof-anjeza-kadilli-beneficiaire-du-programme-financement-practice-science-pts-du-fns
Statut: Ongoing
SWITCH edu-ID
Administration
