Do oil producing countries offer international diversification benefits? : evidence from GCC countries
Karim Mimouni, Lanouar Charfeddine, Moh'd Al-Azzam
| Year of publication: |
September 2016
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| Authors: | Mimouni, Karim ; Charfeddine, Lanouar ; Al-Azzam, Moh'd |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 57.2016, p. 263-280
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| Subject: | International diversification | Oil shocks | Multivariate GARCH | Time-varying correlation | Structural breaks | Conditional diversification benefits (CDBs) | Diversifikation | Diversification | Portfolio-Management | Portfolio selection | Arabische Golf-Staaten | Gulf countries | ARCH-Modell | ARCH model | Ölpreis | Oil price | Welt | World | Volatilität | Volatility | Korrelation | Correlation | Strukturbruch | Structural break | Schätzung | Estimation | Portfolio-Investition | Foreign portfolio investment | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2016.05.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011646913