Time-varying characteristics of cross-market linkages with empirical application to Gulf stock markets
Year of publication: |
2010
|
---|---|
Authors: | Arouri, Mohamed ; Nguyen, Duc Khuong |
Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 36.2010, 1/2, p. 57-70
|
Subject: | Aktienmarkt | Stock market | Korrelation | Correlation | ARCH-Modell | ARCH model | Vereinigte Arabische Emirate | United Arab Emirates | Arabische Staaten | Arab countries | 2005-2008 |
-
Demirer, Rıza, (2013)
-
On the dynamic transmission of mean and volatility across the Arab stock markets
Bouri, Elie, (2014)
-
Sajter, Domagoj, (2009)
- More ...
-
Stock market integration in the EURO area : segmentation or linear modelling misspecification?
Jawadi, Fredj, (2010)
-
Arouri, Mohamed, (2010)
-
Time-varying predictability in crude-oil markets : the case of GCC countries
Arouri, Mohamed, (2010)
- More ...