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This study examined the diversification dynamics between green and conventional stock indices from January 2015 to December 2023, utilising MGARCH-DCC and the Continuous Wavelet Transform (CWT). The current study analysed five green indices (BIST, CSI, DJSI, S&P ESG, STOXX) and five conventional indices (DJIA, S&P 500, FTSE 100, China, KOSPI)Continue Reading