Global pandemic crisis and risk contagion in GCC stock markets

This study investigates how the COVID-19 outbreak has shaped the volatility spillover between oil and Gulf Cooperation Council (GCC) stock markets. Contagion analysis is conducted by implementing a vector error correction (VECM) asymmetric BEKK model, wherein both cointegration and asymmetric featur...

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Detalles Bibliográficos
Autores principales: Ben Cheikh, Nidhaleddine, Ben Zaied, Younes, Saidi, Sana, Sellami, Mohamed
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9458538/
https://www.ncbi.nlm.nih.gov/pubmed/36101740
http://dx.doi.org/10.1016/j.jebo.2022.08.036

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9458538/
https://www.ncbi.nlm.nih.gov/pubmed/36101740
http://dx.doi.org/10.1016/j.jebo.2022.08.036

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