Do gulf stock markets share time varying connectedness
Year of publication: |
2023
|
---|---|
Authors: | Saeed, Tareq ; Nautiyal, Neeraj ; Ur Rehman, Mobeen ; Alsulami, Hamed Hamdan ; Alhothuali, Mohammad S. |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 55.2023, 48, p. 5700-5718
|
Subject: | Islamic stock markets | spillover | time-varying correlation | wavelet | Aktienmarkt | Stock market | Korrelation | Correlation | Spillover-Effekt | Spillover effect | Zustandsraummodell | State space model | Arabische Golf-Staaten | Gulf countries | Börsenkurs | Share price | ARCH-Modell | ARCH model |
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