Hammoudeh, Shawkat M. (contributor); Yuan, Yuan (contributor) - 2008
markets. The current transmission of high volatility among sectors of individual countries
and among countries is a vivid and … 1
Shock and Volatility Spillovers Among Equity Sectors
of the Gulf Arab Stock Markets
Shawkat M. Hammoudeh …
Abstract
Upon examining own volatility dependency for the three major sectors, namely Service,
Industrial and Banking, in …