Al-Nassar, Nassar S.; Makram, Beljid - In: International Journal of Financial Studies : open … 10 (2022) 1, pp. 1-28
and medium-sized enterprise (SME) stock markets in Saudi Arabia and Egypt for the periods before and during the COVID-19 … spillovers between the main and SME stock markets are limited to Saudi Arabia, shock and volatility spillovers have different … characteristics and dynamics in both main-SME market pairs. In addition, the dynamic correlations between the main and SME markets are …