Khalifa, Ahmed A.A.; Hammoudeh, Shawkat; Otranto, Edoardo - In: International Review of Economics & Finance 29 (2014) C, pp. 512-524
well diverse transmission patterns including volatility spillover, interdependence, independence and co-movements, given … Kuwait and Abu Dhabi markets. Additionally, there is spillover from Oil-WTI to Dubai whose economy depends on oil, real …, Dubai and Abu Dhabi. There is also spillover from the S&P 500 index to Kuwait and Oman. More interestingly, we find …