Al-Khouri, Ritab; Abdallah, Abdulkhader - In: International Journal of Islamic and Middle Eastern … 5 (2012) June, pp. 106-115
volatility in the Qatar Exchange (QSC). Design/methodology/approach – The study utilizes two methods, simple analysis of variance … and the EGARCH model with dummy variables. Findings – Results reveal no change in market volatility following the partial … removal of the restrictions on foreign participation. Results suggest, however, that the degree of persistence in volatility …