Global pandemic crisis and risk contagion in GCC stock markets
Year of publication: |
2022
|
---|---|
Authors: | Ben Cheikh, Nidhaleddine ; Zaied, Younes Ben ; Saidi, Sana ; Sellami, Mohamed |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 202.2022, p. 746-761
|
Subject: | Global pandemic | Multivariate GARCH | Volatility contagion | Coronavirus | Volatilität | Volatility | Aktienmarkt | Stock market | Ansteckungseffekt | Contagion effect | Welt | World | Finanzkrise | Financial crisis | Epidemie | Epidemic | ARCH-Modell | ARCH model | Arabische Golf-Staaten | Gulf countries | Internationaler Finanzmarkt | International financial market | Globalisierung | Globalization |
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