Volatility connectedness of GCC stock markets: how global oil price volatility drives volatility spillover in GCC stock markets?

The study investigated the volatility connectedness of GCC stock market return and S&P global oil index returns using Diebold and Yilmaz (2012) method. The current study has also analyzed the possible impact of oil price volatility on net volatility spillover in GCC stock market returns pre- and...

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Detalles Bibliográficos
Autores principales: Hussain, Muntazir, Rehman, Ramiz Ur
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2022
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9510561/
https://www.ncbi.nlm.nih.gov/pubmed/36138292
http://dx.doi.org/10.1007/s11356-022-23114-5

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9510561/
https://www.ncbi.nlm.nih.gov/pubmed/36138292
http://dx.doi.org/10.1007/s11356-022-23114-5

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