This research offers a comprehensive review of the volatility spillover patterns in the Gulf Cooperation Council (GCC … changes in the directional patterns of volatility during the pandemic. …

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 …