Context-dependent responses to geopolitical risk in Middle Eastern and African stock markets : an asymmetric volatility spillover study
Mohamed Abdelaziz Eissa, Hisham Al Refai
| Year of publication: |
2024
|
|---|---|
| Authors: | Eissa, Mohamed Abdelaziz ; Al Refai, Hisham M. |
| Subject: | Asymmetric BEKK GARCH | Asymmetric volatility spillover | Geopolitical risk | Middle east and africa (MEA) region | Stock market returns | Volatilität | Volatility | Aktienmarkt | Stock market | Mittlerer Osten | Middle East | Afrika | Africa | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Geopolitik | Geopolitics | Kapitaleinkommen | Capital income | Aktienindex | Stock index |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.103402 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014583429