Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets

The Quarterly Review of Economics and Finance - Tập 49 - Trang 829-842 - 2009
Shawkat M. Hammoudeh1, Yuan Yuan1, Michael McAleer2,3,4
1Lebow College of Business, Drexel University, 3141 Chestnut Street, Philadelphia, PA 19104, United States
2School of Economics and Commerce, University of Western Australia, Australia
3Econometric Institute Erasmus University Rotterdam, Tinbergen Institute, The Netherlands
4Department of Applied Economics, National Chung Hsing University, Taiwan

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