Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
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- Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J., 2008. "Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets," Econometric Institute Research Papers EI 2008-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
References listed on IDEAS
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More about this item
KeywordsVAR(1)-GARCH Volatility Shocks Spillovers Portfolio designs;
StatisticsAccess and download statistics
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