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1
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1
MENA stock market
volatility
persistence : evidence before and after the financial crisis of 2008
Assaf, Ata
- In:
Research in international business and finance
36
(
2016
),
pp. 222-240
Persistent link: https://www.econbiz.de/10011594406
Saved in:
2
Testing for 'Contagion' of the Subprime Crisis on the Middle East and North African Stock Markets : A Markov Switching EGARCH Approach
Khallouli, Wajih
-
2010
subprime crisis. In addition, there is evidence of mean and
volatility
contagion in MENA stock markets caused by the US stock …
Persistent link: https://www.econbiz.de/10013137463
Saved in:
3
Further evidence on Middle East and North Africa financial markets integration
Bakry, Walid
;
Al-Mohamad, Somar
- In:
International journal of economics and business research
15
(
2018
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011997128
Saved in:
4
Financial integration, inclusion and stability during crises : insights from the MENA region
Abdelmageed, Samar
-
2021
Persistent link: https://www.econbiz.de/10012793451
Saved in:
5
Correlation dynamics in east Asian financial markets
Lestano, Lestano
;
Kuper, Gerard H.
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 382-399
Persistent link: https://www.econbiz.de/10011562458
Saved in:
6
Asymmetric dynamic conditional correlation approach to financial contagion : a study of Asian markets
Rajwani, Shegorika
;
Kumar, Dilip
- In:
Global business review
17
(
2016
)
6
,
pp. 1339-1356
Persistent link: https://www.econbiz.de/10011665161
Saved in:
7
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
8
Value-at-Risk analysis in the MENA equity markets: fat tails and conditional asymmetries in return distributions
Assaf, Ata
- In:
Journal of multinational financial management
29
(
2015
),
pp. 30-45
Persistent link: https://www.econbiz.de/10011539511
Saved in:
9
Intraindustry
volatility
spillovers in the MENA region
Öztürk, Serda Selin
;
Volkan, Engin
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
6
,
pp. 1163-1174
Persistent link: https://www.econbiz.de/10011561243
Saved in:
10
Political uncertainty and stock market
volatility
in the Middle East and North African (MENA) countries
Chau, Frankie
;
Deesomsak, Rataporn
;
Wang, Jun
- In:
Journal of international financial markets, …
28
(
2014
),
pp. 1-19
Persistent link: https://www.econbiz.de/10010411617
Saved in:
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