Uncertainty and Volatility in MENA Stock Markets During the Arab Spring
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References listed on IDEAS
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More about this item
KeywordsPortfolio Diversification; MENA Region; Stock Market Indices; MGARCH-DCC; Wavelet Analysis; CWT;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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