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Inter- and intra-regional stock market relations for the GCC bloc · Study

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ArticleInter- and intra-regional stock market relations for the GCC bloc

Salem Adel Ziadat2020

OA

Articlebronze2020

Inter- and intra-regional stock market relations for the GCC bloc

Salem Adel Ziadat · Patrick Herbst · David G. McMillan

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

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Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

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References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1985Continuous Auctions and Insider Trading 2002Dynamic Conditional Correlation 1998Generalized impulse response analysis in linear multivariate models 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 1996Impulse response analysis in nonlinear multivariate models 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements

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2023An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices 2021Good and bad high-frequency volatility spillovers among developed and emerging stock markets

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Year2020

Typearticle

Published2020-07-10

VenueResearch in International Business and Finance

ISSN-L0275-5319

Languageen

Citations25

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.ribaf.2020.101292

openalex_workW3041569463

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