GCC stock markets: How risky are they?
Year of publication: |
2010
|
---|---|
Authors: | Onour, Ibrahim A. ; Sergi, Bruno S. |
Published in: |
International Journal of Monetary Economics and Finance. - Inderscience Enterprises Ltd, ISSN 1752-0479. - Vol. 3.2010, 4, p. 330-337
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | systematic risk | VaR | value at risk | generalised Pareto distribution | expected shortfall | extreme risk | risk assessment | risk modelling | Gulf Cooperation Council countries | GCC countries | stock markets | stock market risks | market volatility | Saudi Arabia | Kuwait | Dubai | Abu-Dhabi |
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