The effects of global factors on the Saudi Arabia equity market by firm size : Implications for risk management based on quantile analysis and frequency domain causality
Faisal Alqahtani, Besma Hamdi, Shawkat Hammoudeh
| Year of publication: |
2021
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|---|---|
| Authors: | Alqahtani, Faisal ; Hamdi, Besma ; Hammoudeh, Shawkat |
| Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 61.2021, p. 1-19
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| Subject: | Global factors | Oil price volatility | Equity markets | Quantile analysis | Frequency domain causality | Saudi-Arabien | Saudi Arabia | Aktienmarkt | Stock market | Volatilität | Volatility | Börsenkurs | Share price | Kausalanalyse | Causality analysis | Ölpreis | Oil price | Risikomanagement | Risk management | Betriebsgröße | Firm size |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.mulfin.2020.100665 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012887968