Dr Vijaya C, Assistant Professor, Finance, IFMR GSB presented a research paper titled ‘Dynamic Connectedness of Volatility among ESG ETFs, ESG Indices And Cap-Weighted Indices’ at the Global Banking and Finance Association (GLOBAFA) Conference, held from 30-31 May 2025 at Mathias Corvinus Collegium, Budapest, Hungary. The paper examines the dynamic connectedness between ESG ETFs and market indices in developed and emerging markets. It also determines how the nature of the market and the theme of ESG ETFs impact volatility persistence.
The inaugural annual Global Banking and Finance Association (GLOBAFA) Conference brought together experts, scholars, and practitioners from around the world to share their insights and research findings in the field of banking and finance. The conference was held in collaboration with the Eurasia Business and Economics Society (EBES) and was hosted by Mathias Corvinus Collegium, Budapest, Hungary.
