Spillover effects of volatility between the Chinese stock market and selected emerging economies in the middle east: A conditional correlation analysis with portfolio optimization perspective

In recent years, the rapid transmission of information and interconnectedness of global financial markets have amplified the convergence and influence among them. Consequently, the occurrence of spillover effects in one market can significantly impact other markets. Accurately identifying a...

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Bibliographic Details
Main Authors: Roghaye Zarezade, Rouzbeh Ghousi, Emran Mohammadi
Format: Article
Language:English
Published: Growing Science 2024-01-01
Series:Accounting
Online Access:http://www.growingscience.com/ac/Vol10/ac_2023_17.pdf