Carmen López-Andión
Biographic Data
| ID | 802669 |
|---|---|
| NAME | Carmen López-Andión |
| GIVEN NAMES | Carmen |
| FAMILY NAME | López-Andión |
| SIGNATURE | LÓPEZ-ANDIÓN C |
| AFFILIATIONS | Universidade de Santiago de Compostela |
| ORCID | 0000-0002-7994-5335 |
| VERIFIED | Yes |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2025 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 0 |
Dynamic correlations and portfolio optimization in socially responsible investments
This study contributes to the literature on socially responsible investing by examining the diversification potential of green bonds and futures for a commodities’ index, gold and treasury bonds, alongside the SRI-KEHATI Index and the Dow Jones Sustainability Korea Index (DJSKI) from 2014 to 2024. Asymmetric Dynamic Conditional Correlation (A-DCC) models with GJR-GARCH in conditional variance and out-of-sample analysis are employed to explore dyn…
Market Structure and Technical Efficiency of Banks in the Mena Region
The banking sector is the main source of finance for firms in the Middle East and North Africa (MENA) region and has certain peculiarities, for example, the significant presence of Islamic banking and low levels of competition. This study examines the influence of market structure (concentration and competition) on efficiency in a sample of 239 banks operating in the MENA region over a period from 2011 to 2020. Banking efficiency scores have been…
No prominent works on this page.
Dynamic correlations and portfolio optimization in socially responsible investments
This study contributes to the literature on socially responsible investing by examining the diversification potential of green bonds and futures for a commodities’ index, gold and treasury bonds, alongside the SRI-KEHATI Index and the Dow Jones Sustainability Korea Index (DJSKI) from 2014 to 2024. Asymmetric Dynamic Conditional Correlation (A-DCC) models with GJR-GARCH in conditional variance and out-of-sample analysis are employed to explore dyn…
Market Structure and Technical Efficiency of Banks in the Mena Region
The banking sector is the main source of finance for firms in the Middle East and North Africa (MENA) region and has certain peculiarities, for example, the significant presence of Islamic banking and low levels of competition. This study examines the influence of market structure (concentration and competition) on efficiency in a sample of 239 banks operating in the MENA region over a period from 2011 to 2020. Banking efficiency scores have been…
Business (2 works) · Economics (2 works) · Banking stability, regulation, efficiency (1 work) · Economic Growth and Development (1 work) · Financial economics (1 work) · Financial Markets and Investment Strategies (1 work) · Financial system (1 work) · Industrial organization (1 work) · Islamic Finance and Banking Studies (1 work) · Market Dynamics and Volatility (1 work)