Maghyereh, Aktham; Al-Zoubi, Haitham; Abderraheem, Sadeq - In: Global Business and Economics Review 7 (2005) 4, pp. 324-342
This paper examines the degree to which four emerging stock markets in the Arab Gulf countries (Bahrain, Kuwait, Oman … effects in both mean and variance between the Gulf stock markets. In addition, the asymmetric nature of volatility …