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Regime-sensitive dynamics in global ESG markets: Evidence from a Markov-Switching TVP-VAR model

Purba Bhattacherjee et al.

Journal of Economics and Finance2026https://doi.org/10.1007/s12197-026-09752-2article
AJG 1ABDC B
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0.50

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https://doi.org/https://doi.org/10.1007/s12197-026-09752-2

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@article{purba2026,
  title        = {{Regime-sensitive dynamics in global ESG markets: Evidence from a Markov-Switching TVP-VAR model}},
  author       = {Purba Bhattacherjee et al.},
  journal      = {Journal of Economics and Finance},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1007/s12197-026-09752-2},
}

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Regime-sensitive dynamics in global ESG markets: Evidence from a Markov-Switching TVP-VAR model

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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