I am aware of some studies connecting two of those constructs, but not necessarily the three, namely:
Garaigordobil, M. & Peña, A. (2014). Intervención en las habilidades sociales: Efectos en la inteligência emocional y la conducta social. Behavioral Psychology, 22 (3), 551-567.
Marsh, H. W. & Martin, A. J. (2011). Academic self-concept and academic achievement: Relations and causal ordering. British Journal of Educational Psychology, 81, 59-77. DOI: 10.1348/000709910X503501
I agree whit Victor: some studies connected two of those constructs.
For example:
Zuffianò, A., Alessandri, G., Gerbino, M., Kanacri, B. P. L., Di Giunta, L., Milioni, M., & Caprara, G. V. (2013). Academic achievement: The unique contribution of self-efficacy beliefs in self-regulated learning beyond intelligence, personality traits, and self-esteem. Learning and Individual Differences, 23, 158-162.
Dr Diana Houston - a ResearchGate member - has written in this field; I'm not sure how relevant this is to your specifications:
Ahmavaara, A., & Houston, D. M. (2007). The effects of selective schooling and self‐concept on adolescents' academic aspiration: An examination of Dweck's self‐theory. British Journal of Educational Psychology, 77(3), 613-632.
This is not as recent, and again, not directly related to your question, but possibly worth looking at:
Gray-Little, B., & Hafdahl, A. R. (2000). Factors influencing racial comparisons of self-esteem: a quantitative review. Psychological Bulletin, 126(1), 26-54.
http://www.realtutoring.com/phd/mataanalysis.pdf
This might be of interest:
Vialle, W., Heaven, P. C., & Ciarrochi, J. (2005). The relationship between self-esteem and academic achievement in high ability students: Evidence from the Wollongong Youth Study.