Global and Regional Volatility Spillovers to GCC Stock Markets
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- Alotaibi, Abdullah R. & Mishra, Anil V., 2015. "Global and regional volatility spillovers to GCC stock markets," Economic Modelling, Elsevier, vol. 45(C), pages 38-49.
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More about this item
Keywords
Volatility spillovers; GCC stock markets; GARCH; BEKK; CCC; DCC;All these keywords.
JEL classification:
- F3 - International Economics - - International Finance
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ARA-2015-01-19 (MENA - Middle East and North Africa)
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