Benchmark-Adjusted Volatility Regimes in Selected Sustainable ETFs: Evidence from Broad ESG and Paris-Aligned Funds in the U.S. and Europe
This study examines the benchmark-relative volatility dynamics in four selected sustainable exchange-traded funds (ETFs) representing broad environmental, social, and governance (ESG) and Paris-aligned products in the U.S. and European markets. This study contributes to the literature by examining how the volatility an...