Multifractality during upside/downside trends in the MENA stock markets : the effects of the global financial crisis, oil crash and COVID-19 pandemic
Year of publication: |
2023
|
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Authors: | Mensi, Walid ; Yousaf, Imran ; Vo Xuan Vinh ; Kang, Sang Hoon |
Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 18.2023, 10, p. 4408-4435
|
Subject: | MENA markets | Efficiency | Crises | Asymmetric MF-DFA | Finanzkrise | Financial crisis | Coronavirus | Aktienmarkt | Stock market | MENA-Staaten | MENA countries | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Wirkungsanalyse | Impact assessment | Welt | World |
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