The co-movement between emerging stock markets using DCC-GARCH model : evidence from GCC and Amman stock exchange
Ali Matar
| Year of publication: |
2023
|
|---|---|
| Authors: | Matar, Ali |
| Subject: | Amman Stock Exchange | DCC-GARCH | GCC | Stock markets | VECM causality | Aktienmarkt | Stock market | Börsenhandel | Stock exchange trading | Arabische Golf-Staaten | Gulf countries | ARCH-Modell | ARCH model | Schwellenländer | Emerging economies | Kausalanalyse | Causality analysis | Schätzung | Estimation | Kapitaleinkommen | Capital income | Kointegration | Cointegration |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010495223500112 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014532013