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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

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