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...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Growing Science
2024-01-01
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Series: | Accounting |
Online Access: | http://www.growingscience.com/ac/Vol10/ac_2023_17.pdf |