Wavelet-based systematic risk estimation for GCC stock markets and impact of the embargo on the Qatar case
Anouar Ben Mabrouk, Sabrine Arfaoui and Mohamed Essaied Hamrita
| Year of publication: |
2023
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|---|---|
| Authors: | Mabrouk, Anouar Ben ; Arfaoui, Sabrine ; Hamrita, Mohamed Essaied |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 7.2023, 2, p. 287-336
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| Subject: | wavelets CAPM | systematic (market) risk | scaling | GCC stock markets | Qatar exchange All Shares (QEAS) | Embargo | Aktienmarkt | Stock market | Katar | Qatar | Arabische Golf-Staaten | Gulf countries | Ausfuhrverbot | Export ban | CAPM | Risiko | Risk | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2023015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015121027