Transmission of Stock Price Movements: The Case of GCC Stock Markets
Year of publication: |
2003
|
---|---|
Authors: | Assaf, Ata |
Published in: |
Review of Middle East Economics and Finance. - De Gruyter, ISSN 1475-3693, ZDB-ID 2112761-X. - Vol. 1.2003, 2, p. 73-92
|
Publisher: |
De Gruyter |
Subject: | Granger causality | Gulf Cooperation Council (GCC) | vector autoregressive model |
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