Navigating uncertainty: a study of the S&P GCC composite index’s connectedness during times of crises
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DOI: 10.1108/JIABR-01-2023-0024
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More about this item
Keywords
GCC; COVID-19; Dynamic connectedness; Financial contagion; TVP-VAR; B26; C58; D53; F3; F36; G1; G15;All these keywords.
JEL classification:
- B26 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Financial Economics
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- F3 - International Economics - - International Finance
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G1 - Financial Economics - - General Financial Markets
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
Statistics
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