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The Sovereign Risk Amplifies ESG Market Extremes: A Quantile-Based Factor Analysis.

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Title: The Sovereign Risk Amplifies ESG Market Extremes: A Quantile-Based Factor Analysis.
Authors: Orozco-Cerón, Oscar Walduin1,2 (AUTHOR) oscar.w.orozco@correounivalle.edu.co, Joaqui-Barandica, Orlando1,2 (AUTHOR), Manotas-Duque, Diego F.1 (AUTHOR)
Source: Risks. Dec2025, Vol. 13 Issue 12, p245. 23p.
Database: Business Source Ultimate
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An: 190521313
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PubType: Academic Journal
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  Data: <searchLink fieldCode="JN" term="%22Risks%22">Risks</searchLink>. Dec2025, Vol. 13 Issue 12, p245. 23p.
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        Value: 10.3390/risks13120245
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      – Code: eng
        Text: English
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        PageCount: 23
        StartPage: 245
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      – TitleFull: The Sovereign Risk Amplifies ESG Market Extremes: A Quantile-Based Factor Analysis.
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            NameFull: Joaqui-Barandica, Orlando
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              Text: Dec2025
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