Oil Price Volatility and MENA Stock Markets: A Comparative Analysis of Oil Exporters and Importers
This paper explores the transmission of volatility from Brent oil price evolution to the stock returns of 7 MENA countries, encompassing three importers and four exporters, after excluding four initial countries using the ARCH test. Employing the GARCH-BEKK estimation method, we detect this transmis...
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| Autors principals: | , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
MDPI AG
2024-09-01
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| Col·lecció: | Engineering Proceedings |
| Matèries: | |
| Accés en línia: | https://www.mdpi.com/2673-4591/68/1/63 |
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