Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE
Author:
Affiliation:
1. a Department of Economics and Finance , United Arab Emirates University , Al-Ain , UAE
2. b Business School, New York Institute of Technology , Abu Dhabi , UAE
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/09603107.2011.628292
Reference63 articles.
1. Information transmission between the Gulf equity markets of Saudi Arabia and Bahrain
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4. Intra-regional integration of the GCC stock markets: the role of market liberalization
5. Dynamic linkages among equity markets in the Middle East and North African countries
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