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Conditional volatility in sustainable and traditional stock exchange indexes: analysis of the Spanish market128 Hsu, Y.H. (2008) Student-t distribution based VAR-MGARCH: an application of the DCC model on internationalportfolio risk management, Applied Economics 40, 1685-1697.Jensen, M.C. (1968) The performance of mutual funds in the period 1945-1964, Journal of Finance 23, pp. 389-416.Kreander, N., Gray, R., Power, D. and Sinclair, C. (2002), The Financial Performance of European Ethical Funds 1996-1998, Journal of Accounting and Finance 1, 3-22.Kurtz, L. and DiBartolomeo, D. (1996) Socially Screened Portfolios: An Attribution Analysis of Relative Performance,Journal of Investing (Fall), 35-41.Lee, H.S. (2004) International transmission of stock market movements: a wavelet analysis, Applied Economics Letters11, 197–201.León, A., Nave, J.M. and Rubio, G. (2007) The relationship between risk and expected return in Europe, Journal ofBanking and Finance 31, 495-512.Le Maux, J. and Le Saout, E. (2004) The performance of sustainability indexes, Finance India 18, 737-750.Luther, R. and Matatko, J. (1994) The Performance of Ethical Unit Trusts: Choosing an Appropriate Benchmark, BritishAccounting Review 26, 77-89.Luther, R., Matatko, J. and D. Corner (1992) The Investment Performance of UK Ethical Unit Trusts, AccountingAuditing & Accountability Journal 5, 57-70.Mallin, C., Saadouni, B. and Briston, R. (1995) The Financial Performance of Ethical Investment Trusts, Journal ofBusiness Finance & Accounting 22, 483-96.Moskowitz, M. (1972) Choosing Socially Responsible Stocks, Business and Society 1, 71-75.Nelson, D.B. (1991) Conditional Heteroskedasticity in Asset Returns: A New Approach, Econometrica 59, 347-70.Porter, M.E. and Kramer, M.R. (2006) Strategy and society: The link between competitive advantage and corporate socialresponsibility, Harvard Business Review 84, 42-56.Renneboog, L., Ter Horst, J. and Zhang, C. (2008a) Socially responsible investments: Institutional aspects, performance,and investor behaviour, Journal of Banking and Finance 32, 1723-1742.Renneboog, L., Ter Horst, J. and Zhang, C. (2008b) The price of ethics and stakeholder governance: Evidence from sociallyresponsible mutual funds, Journal of Corporate Finance 14, 302-322.Saleem, K. (2008) International linkage of the Russian market and the Russian financial crisis: A multivariate GARCHanalysis, Research in International Business and Finance 23, 243-256.Sauer, D. (1997) The Impact of Social-Responsibility Screens on Investment Performance: Evidence from the DominiSocial Index and Domini Equity Mutual Fund, Review of Financial Economics 6, 137-149.GCG GEORGETOWN UNIVERSITY - UNIVERSIA 2010 VOL. 4 NUM. 2 ISSN: 1988-7116
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CARTA DEL EDITOR IN CHIEFEditor in
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SUMARIO SUMMARY SUMÁRIO1Ú2Efectos
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StaffDe la Torre, José, Dean, Chap
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Staff2. MULTINACIONALES, INVERSIÓN
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SELECCIÓN PROCEDURE PROCEDIMENTOIN
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Instrucciones para Autores y Proced
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Instrucciones para Autores y Proced
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16 Efectos de la inversión en I+Ds
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Efectos de la inversión en I+D sob
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28El Pacto Mundial de las NacionesU
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El Pacto Mundial de las Naciones Un
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40La política de Industrializació
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La política de Industrialización
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54autorMiguel Blanco-Callejo 1Depar
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Miguel Blanco-CallejoA pesar de que
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Miguel Blanco-CallejoEn 2003, como
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Miguel Blanco-Callejo3.1. Formula 1
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Miguel Blanco-Callejoel patrocinio
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Miguel Blanco-Callejo• Patrocinio
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Miguel Blanco-Callejo-Copa Santande
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Banco Santander, en la “pole posi
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72 Inversión extranjera yCompetiti
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Inversion extranjera y Competitivid
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Page 88 and 89: 88Inversión en infraestructuras:Cu
Page 90 and 91: Inversión en infraestructuras: Cua
Page 104 and 105: 104Conditional volatility in sustai
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2010 Vol. 4 Num. 2 - GCG: Revista de GlobalizaciÃ³n, Competitividad ...

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