Transmission of stock price movements: the case of GCC stock markets

Ata Assaf

56 citations0/0 files storedReview of Middle East Economics and Finance

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1980Macroeconomics and Reality 1992Testing the null hypothesis of stationarity against the alternative of a unit root 2010Critical Values for Cointegration Tests 1989International Transmission of Stock Market Movements 1992Common stochastic trends in international stock markets

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2018On the effect of herding behavior on dependence structure between stock markets: Evidence from GCC countries 2014Dependence patterns across Gulf Arab stock markets: A copula approach 2020Inter- and intra-regional stock market relations for the GCC bloc 2018Shocks and Volatility Spillover Between Stock Markets of Developed Countries and GCC Stock Markets

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