Shocks and Volatility Spillover Between Stock Markets of Developed Countries and GCC Stock Markets
The purpose of this paper is to examine the spillover of returns, information and volatility of returns, and conditional variance-covariance between the stock markets of developed countries namely the United States of America, the United Kingdom and China (US, UK and CH) and the stock markets of Gul...
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| Format: | Article |
| Language: | English |
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Taylor & Francis Group
2019-12-01
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| Series: | Journal of Taibah University for Science |
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| Online Access: | http://dx.doi.org/10.1080/16583655.2018.1544348 |