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Information transmission between the Gulf equity markets of Saudi Arabia and Bahrain · Study

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ArticleInformation transmission between the Gulf equity markets of Saudi Arabia and Bahrain

Abraham Abraham2005

Article2005

Information transmission between the Gulf equity markets of Saudi Arabia and Bahrain

Abraham Abraham · Fazal Jawad Seyyed

35 citations·0/0 files stored·Research in International Business and Finance

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

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1990Correlations in Price Changes and Volatility across International Stock Markets 1988Testing for Common Trends 1990When Are Contrarian Profits Due to Stock Market Overreaction?1990Transmission of Volatility between Stock Markets 1989Transmission of Volatility Between Stock Markets 1988Testing for Common Trends

Cited by

2014Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate 2020Inter- and intra-regional stock market relations for the GCC bloc 2012Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE 2018Shocks and Volatility Spillover Between Stock Markets of Developed Countries and GCC Stock Markets

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Year2005

Typearticle

Published2005-07-18

VenueResearch in International Business and Finance

ISSN-L0275-5319

Languageen

Citations35

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.ribaf.2005.05.007

openalex_workW2086224564

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