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Volatility connectedness of GCC stock markets: how global oil price volatility drives volatility spillover in GCC stock markets? |
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| Authors: | Hussain Muntazir Rehman Ramiz Ur |
| Institution: | 1.Faculty of Business, Sohar University, Al-Jamia Street, 311, Sohar, Oman ; |
| Abstract: | Environmental Science and Pollution Research - The study investigated the volatility connectedness of GCC stock market return and S&P global oil index returns using Diebold and Yilmaz... |
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| 本文献已被 SpringerLink 等数据库收录！ | |