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Correlation analysis of Hurst exponent dynamics for the ESG and conventional indices
| Country/Region | Correlation coefficient |
|---|---|
| USA | 0.96 |
| UK | 0.89 |
| CHINA | 0.85 |
| INDIA | 0.77 |
| JAPAN | 0.96 |
| SOUTH AFRICA | 0.91 |
| WORLD | 0.96 |
| BRICS | 0.68 |
| EMERGING MKTS | 0.94 |
| EAFE | 0.97 |
| EUROPE | 0.95 |
| PACIFIC | 0.97 |
