The threshold effect of Covid19 on Shariah indices : an empirical analysis of GCC countries
Year of publication: |
2022
|
---|---|
Authors: | Irfan, Mohammad ; Shaikh, Zakir Hossen ; Sarea, Adel M. |
Published in: |
Journal of economic cooperation & development. - Ankara : [Verlag nicht ermittelbar], ISSN 1308-7800, ZDB-ID 2480638-9. - Vol. 43.2022, 1, p. 217-245
|
Subject: | Covid19 | GCC Shariah Indices | T-GARCH models | Volatility, and Forecasting | Arabische Golf-Staaten | Gulf countries | Volatilität | Volatility | Schätzung | Estimation | Wirtschaftsindikator | Economic indicator | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Aktienindex | Stock index |
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