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

Author:

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

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference137 articles.

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5. Global and regional volatility spillovers to GCC stock markets;Alotaibi;Econ. Model.,2015

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