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Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries
Awartani, Basel; Maghyereh, Aktham I. - In: Energy economics 36 (2013), pp. 28-42
Persistent link: https://www.econbiz.de/10009724768
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Directional spillovers from the US and the Saudi market to equities in the Gulf Cooperation Council countries
Awartani, Basel; Maghyereh, Aktham I.; Al Shiab, Mohammad - In: Journal of international financial markets, … 27 (2013), pp. 224-242
Persistent link: https://www.econbiz.de/10010411742
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Volatility spillovers and cross-hedging between gold, oil and equities : evidence from the Gulf Cooperation Council countries
Maghyereh, Aktham I.; Awartani, Basel; Tziogkidis, … - In: Energy economics 68 (2017), pp. 440-453
Persistent link: https://www.econbiz.de/10011905999
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Dynamic transmissions between the U.S. and equity markets in the MENA countries : new evidence from pre- and post-global financial crisis
Maghyereh, Aktham I.; Awartani, Basel; Hilu, Khalil Al - In: The quarterly review of economics and finance : journal … 56 (2015), pp. 123-138
Persistent link: https://www.econbiz.de/10011574365
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A reality check on the GARCH-MIDAS volatility models
Virk, Nader; Javed, Farrukh; Awartani, Basel - 2021
Persistent link: https://www.econbiz.de/10012604771
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A reality check on the GARCH-MIDAS volatility models
Virk, Nader; Javed, Farrukh; Awartani, Basel; Hyde, Stuart - In: The European journal of finance 30 (2024) 6, pp. 575-596
Persistent link: https://www.econbiz.de/10014547966
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Reconsidering the continuous time limit of the GARCH(1,1) process
Corradi, Valentina - In: Journal of econometrics 96 (2000) 1, pp. 145-153
Persistent link: https://www.econbiz.de/10001466750
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Predicting the volatility of the S&P-500 stock index via GARCH models - the role of asymmetries
Awartani, Basel M. A.; Corradi, Valentina - In: International journal of forecasting 21 (2005) 1, pp. 167-183
Persistent link: https://www.econbiz.de/10002547201
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Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
Corradi, Valentina; Iglesias, Emma M. - In: Journal of econometrics 144 (2008) 2, pp. 500-510
Persistent link: https://www.econbiz.de/10003774696