Relationship between different sources of geopolitical risks and stock markets in the GCC region : a dynamic correlation analysis
Year of publication: |
2022
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Authors: | Alqahtani, Abdullah ; Hammoudeh, Shawkat ; Selmi, Refk |
Published in: |
Review of behavioral finance : RBF. - Bingley : Emerald, ISSN 1940-5987, ZDB-ID 2517439-3. - Vol. 14.2022, 2, p. 296-316
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Subject: | Dynamic correlation analysis | GCC stock returns | Global geopolitical risks | Saudi Arabia geopolitical risks | Arabische Golf-Staaten | Gulf countries | Geopolitik | Geopolitics | Korrelation | Correlation | Saudi-Arabien | Saudi Arabia | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Risiko | Risk | Welt | World | ARCH-Modell | ARCH model |
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