Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis-Reference-Cited by-同舟云学术

Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis

Published:2022-06 Issue: Volume:73 Page:101764
ISSN:0927-538X
Container-title:Pacific-Basin Finance Journal
language:en
Short-container-title:Pacific-Basin Finance Journal

Author:

Yousaf Imran,Beljid Makram,Chaibi Anis,Ajlouni Ahmed AL

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

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