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~person:"Bahloul, Slah"
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Granger causality test
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Bahloul, Slah
McAleer, Michael
9
Radalj, Kim
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Ilut, Cosmin
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Kehrig, Matthias
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Schneider, Martin
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Lewis, Daniel J.
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Born, Benjamin
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Elstner, Steffen
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Grimme, Christian
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Johri, Alok
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Koopman, Siem Jan
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Sosa Padilla, César
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Amisano, Gianni
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Sil, Shomir
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Journal of Emerging Market Finance
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Regime-switching behaviour in the conditional volatility of MENA stock market returns
Bahloul, Slah
;
Abid, Fathi
- In:
Journal of emerging market finance
13
(
2014
)
3
,
pp. 253-278
Persistent link: https://www.econbiz.de/10010492033
Saved in:
2
Regime-Switching Behaviour in the Conditional Volatility of MENA Stock Market Returns
Bahloul, Slah
;
Abid, Fathi
- In:
Journal of Emerging Market Finance
13
(
2014
)
3
,
pp. 253-278
The objective of this article is to investigate the behaviour of the
time-varying
volatility
in 11 Middle East and …
Persistent link: https://www.econbiz.de/10011137889
Saved in:
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