Co-movements and spillovers in GCC financial and commodity markets during turbulent periods : a quantile VAR connectedness approach/pdf
Hind Alnafisah, Sahar Loukil, Azza Bejaoui and Ahmed Jeribi
| Year of publication: |
2024
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|---|---|
| Authors: | Alnafisah, Hind ; Loukil, Sahar ; Bejaoui, Azza ; Jeribi, Ahmed |
| Published in: |
International journal of Islamic and Middle Eastern finance and management. - Bingley : Emerald, ISSN 1753-8408, ZDB-ID 2423843-0. - Vol. 17.2024, 6, p. 1291-1319
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| Subject: | Dynamic connectedness analysis | Russia–Ukraine war | Commodities | GCC stock markets | Arabische Golf-Staaten | Gulf countries | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Rohstoffmarkt | Commodity market | VAR-Modell | VAR model | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IMEFM-02-2024-0083 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015359608