Dynamic transmissions between the U.S. and equity markets in the MENA countries : new evidence from pre- and post-global financial crisis
Aktham I. Maghyereh, Basel Awartani, Khalil Al Hilu
| Year of publication: |
May 2015
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| Authors: | Maghyereh, Aktham I. ; Awartani, Basel ; Hilu, Khalil Al |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 56.2015, p. 123-138
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| Subject: | Volatility spillovers | Dynamic correlations | MENA markets | MENA-Staaten | MENA countries | Volatilität | Volatility | Aktienmarkt | Stock market | USA | United States | Finanzkrise | Financial crisis | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Korrelation | Correlation | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2014.08.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011574365