Abdullah, Abdelgader M.A.; Ghassan, Hassan B.A. - In: International Journal of Monetary Economics and Finance 3 (2010) 4, pp. 359-373
The paper examines the presence of structural changes in Doha Securities Market (DSM) by using GARCH models during the period 2002-2008. This issue is related to the market liberalisation reforms permitting foreign investors to enter the equity market in 2005. The analysis reveals a high risk in...