Spillover of sentiments between the GCC stock markets
Shah Saeed Hassan Chowdhury
| Year of publication: |
2023
|
|---|---|
| Authors: | Chowdhury, Shah Saeed Hassan |
| Published in: |
Global business review. - New Delhi [u.a.] : SAGE Publ., ISSN 0973-0664, ZDB-ID 2211884-6. - Vol. 24.2023, 6, p. 1434-1453
|
| Subject: | Stock market sentiment | GCC stock markets | dynamic conditional correlation | vector autoregression | GARCH-DCC models | Granger causality | Schätzung | Estimation | Aktienmarkt | Stock market | Arabische Golf-Staaten | Gulf countries | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | Kapitaleinkommen | Capital income | Kointegration | Cointegration | Börsenkurs | Share price | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Korrelation | Correlation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972150920935595 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014433227