The impact of COVID-19 on GCC equity and debt markets: Evidence from TVP-VAR estimation
COVID-19 has rapidly evolved into a global pandemic and has strongly impacted financial markets of the world, including the Gulf Cooperation Council (GCC) region. Since the outbreak is unprecedented, there is a need to analyze the effects of the disease on volatility spillovers between equity and bo...
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| Format: | Article |
| Language: | English |
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Frontiers Media S.A.
2022-12-01
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| Series: | Frontiers in Applied Mathematics and Statistics |
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| Online Access: | https://www.frontiersin.org/articles/10.3389/fams.2022.1032123/full |