Modeling time-varying volatility and expected returns : evidence from the GCC and MENA regions
Mazin A. M. Al Janabi, Abdulnasser Hatemi-J, and Manuchehr Irandoust
| Year of publication: |
2010
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|---|---|
| Authors: | Al Janabi, Mazin A. M. ; Hatemi-J, Abdulnasser ; Irandoust, Manuchehr |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 46.2010, 5, p. 39-47
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| Subject: | emerging markets | expected return | GARCH-M | Gulf Cooperation Council (GCC) | risk management | volatility | Volatilität | Volatility | Arabische Golf-Staaten | Gulf countries | Kapitaleinkommen | Capital income | Schwellenländer | Emerging economies | Börsenkurs | Share price | ARCH-Modell | ARCH model | Risikomanagement | Risk management | MENA-Staaten | MENA countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009238997