Do oil producing countries offer international diversification benefits? : evidence from GCC countries
Year of publication: |
September 2016
|
---|---|
Authors: | Mimouni, Karim ; Charfeddine, Lanouar ; Al-Azzam, Moh'd |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 57.2016, p. 263-280
|
Subject: | International diversification | Oil shocks | Multivariate GARCH | Time-varying correlation | Structural breaks | Conditional diversification benefits (CDBs) | Portfolio-Management | Portfolio selection | Diversifikation | Diversification | ARCH-Modell | ARCH model | Arabische Golf-Staaten | Gulf countries | Strukturbruch | Structural break | Ölpreis | Oil price | Korrelation | Correlation | Welt | World | Portfolio-Investition | Foreign portfolio investment | Kointegration | Cointegration | Schätzung | Estimation |
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