Financial integration in the GCC region: market size versus national effects

DOI10.1007/s11079-019-09554-6zbMath1460.91258OpenAlexW2936528372WikidataQ126672201 ScholiaQ126672201MaRDI QIDQ2661804

Guglielmo Maria Caporale, Kerim Peren Arin, Kyriacos Kyriacou, Nicola Spagnolo

Publication date: 8 April 2021

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11079-019-09554-6

zbMATH Keywords

stock marketsGCCvolatility transmission

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

• Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
• On a measure of lack of fit in time series models
• Volatility and Links between National Stock Markets

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