Global pandemic crisis and risk contagion in GCC stock markets
Year of publication: |
2022
|
---|---|
Authors: | Cheikh, Nidhaleddine Ben ; Zaied, Younes Ben ; Saidi, Sana ; Sellami, Mohamed |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 202.2022, p. 746-761
|
Subject: | Global pandemic | Multivariate GARCH | Volatility contagion | Volatilität | Volatility | Coronavirus | Finanzkrise | Financial crisis | Welt | World | Aktienmarkt | Stock market | Ansteckungseffekt | Contagion effect | ARCH-Modell | ARCH model | Globalisierung | Globalization | Arabische Golf-Staaten | Gulf countries | Epidemie | Epidemic |
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