Herding behaviour theory and oil price dispersion : a sectoral analysis of the Gulf Cooperation Council stock market
Imed Medhioub, Mustapha Chaffai
| Year of publication: |
2021
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| Authors: | Medhioub, Imed ; Chaffai, Mustapha |
| Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 22.2021, 1, p. 43-50
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| Subject: | GCC stock market | GARCH model | Quantile regression | Herding behaviour | GCC countries | Oil price | Sectoral analysis | Arabische Golf-Staaten | Gulf countries | Ölpreis | Aktienmarkt | Stock market | Herdenverhalten | Herding | ARCH-Modell | ARCH model | Schätzung | Estimation | Volatilität | Volatility | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-020-00197-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012487593