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Using the asymmetric Baba-Engle-Kraft-Kroner (BEKK)-GARCH model and the frequency spillover methodology by Baruník and Křehlík (2018), this paper examines spillovers and portfolio management between crude oil and US Islamic sector stocks. The results show significant time-varying spillovers...
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This paper examines the weak-form market efficiency of the Muscat Securities Market in Oman before, during, and after the 2008 global financial crisis using daily observations from the Muscat Securities Market index. The data were divided into three different periods: pre-crisis from January 1,...
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This paper examines the weak-form market efficiency of the Muscat Securities Market in Oman before, during, and after the 2008 global financial crisis using daily observations from the Muscat Securities Market index. The data were divided into three different periods: pre-crisis from January 1,...
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