Search for safe havens and resilience to global financial volatility : response of GCC equity indexes to GFC and Covid-19
M. Kabir Hassan, Muhammad Kamran, Hadrian Geri Djajadikerta, Tonmoy Choudhury
| Year of publication: |
2022
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|---|---|
| Authors: | Hassan, M. Kabir ; Kamran, Muhammad ; Djajadikerta, Hadrian Geri ; Choudhury, Tonmoy |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 73.2022, p. 1-24
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| Subject: | COVID-19 | DCC-GARCH | GFC | GCC sectoral equity indexes | Global financial volatility | Safe havens | Coronavirus | Volatilität | Volatility | Welt | World | Aktienindex | Stock index | Arabische Golf-Staaten | Gulf countries | Internationaler Finanzmarkt | International financial market | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2022.101768 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013389084