Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Shocks and Volatility Spillover Between Stock Markets of Developed Countries and GCC Stock Markets

8 references·1 citing·35 second hop

FromToDepth

this work references cited by second hop

References

1995Multivariate Simultaneous Generalized ARCH4,510 cited
1997Emerging equity market volatility1,703 cited
2000Volatility spillover effects from Japan and the US to the Pacific–Basin670 cited
1988Asset Pricing with a Factor Arch Covariance Structure: Empirical Estimates for Treasury Bills587 cited
1990Asset pricing with a factor-arch covariance structure542 cited
2003Transmission of stock price movements: the case of GCC stock markets56 cited
2005COINTEGRATION OF STOCK MARKETS BETWEEN NEW ZEALAND, AUSTRALIA AND THE G7 ECONOMIES: SEARCHING FOR CO-MOVEMENT UNDER STRUCTURAL CHANGE47 cited
2005Information transmission between the Gulf equity markets of Saudi Arabia and Bahrain35 cited

Cited by

2020The Influence of Internet Finance on the Sustainable Development of the Financial Ecosystem in China13 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work