Time varying international financial integration for GCC stock markets
Abdullah R. Alotaibi, Anil V. Mishra
| Year of publication: |
February 2017
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| Authors: | Alotaibi, Abdullah R. ; Mishra, Anil V. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 63.2017, p. 66-78
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| Subject: | International financial integration index | Time varying market integration | International asset pricing model | DCC-GARCH | Marktintegration | Market integration | Internationaler Finanzmarkt | International financial market | Aktienmarkt | Stock market | CAPM | Finanzmarkt | Financial market | Portfolio-Management | Portfolio selection | Welt | World | Finanzmarktregulierung | Financial market regulation | Arabische Golf-Staaten | Gulf countries | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2016.03.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011791755