An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices
Burcu Kapar, Syed Mabruk Billah, Faisal Rana, Faruk Balli
| Year of publication: |
2024
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| Authors: | Kapar, Burcu ; Syed Mabruk Billah ; Rana, Faisal ; Balli, Faruk |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 89.2024, 1, p. 1442-1467
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| Subject: | Determinants of spillovers | Frequency connectedness | GCC stock markets | Sectoral equity spillovers | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Arabische Golf-Staaten | Gulf countries | Schätzung | Estimation | VAR-Modell | VAR model | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.09.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446633