Revisiting volatility spillovers in the Gulf Cooperation Council

Revisiting volatility spillovers in the Gulf Cooperation Council

This research offers a comprehensive review of the volatility spillover patterns in the Gulf Cooperation Council (GCC) stock market indexes covering daily data from 2/1/2004 to 5/11/2020. During this period, stock markets experienced fluctuations due to unexpected shocks, such as the international f...

Full description

Bibliographic Details
Main Authors: Salem Ziadat, Ritab AlKhouri
Format: Article
Language:English
Published: Taylor & Francis Group 2022-12-01
Series:Cogent Economics & Finance
Subjects:
spillovers
correlation
international finance
Online Access:http://dx.doi.org/10.1080/23322039.2022.2031683

Similar Items

Similar Items