[HTML][HTML] Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk
AH Elsayed, MH Helmi - Annals of Operations Research, 2021 - Springer
This paper examines the effect of geopolitical risk (GPR) on return and volatility dynamics in
Middle East and North African (MENA) countries by using an ADCC-GARCH model and a …
Middle East and North African (MENA) countries by using an ADCC-GARCH model and a …
Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk
AH Elsayed, HM Husam - Annals of Operations Research, 2021 - search.proquest.com
This paper examines the effect of geopolitical risk (GPR) on return and volatility dynamics in
Middle East and North African (MENA) countries by using an ADCC-GARCH model and a …
Middle East and North African (MENA) countries by using an ADCC-GARCH model and a …
[PDF][PDF] Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk
AH Elsayed, MH Helmi - 2021 - researchgate.net
This paper examines the effect of geopolitical risk (GPR) on return and volatility dynamics in
Middle East and North African (MENA) countries by using an ADCC-GARCH model and a …
Middle East and North African (MENA) countries by using an ADCC-GARCH model and a …
[PDF][PDF] Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk
AH Elsayed, MH Helmi - 2021 - scholar.archive.org
This paper examines the effect of geopolitical risk (GPR) on return and volatility dynamics in
Middle East and North African (MENA) countries by using an ADCC-GARCH model and a …
Middle East and North African (MENA) countries by using an ADCC-GARCH model and a …
Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk
AH Elsayed, MH Helmi - Annals of Operations Research, 2021 - ideas.repec.org
This paper examines the effect of geopolitical risk (GPR) on return and volatility dynamics in
Middle East and North African (MENA) countries by using an ADCC-GARCH model and a …
Middle East and North African (MENA) countries by using an ADCC-GARCH model and a …
Volatility transmission and spillover dynamics across financial markets: The role of geopolitical risk
AH Elsayed, MH Helmi - Annals of …, 2021 - durham-repository.worktribe.com
This paper examines the effect of geopolitical risk (GPR) on return and volatility dynamics in
Middle East and North African (MENA) countries by using an ADCC-GARCH model and a …
Middle East and North African (MENA) countries by using an ADCC-GARCH model and a …
Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk.
AH Elsayed, MH Helmi - Annals of Operations Research, 2021 - search.ebscohost.com
This paper examines the effect of geopolitical risk (GPR) on return and volatility dynamics in
Middle East and North African (MENA) countries by using an ADCC-GARCH model and a …
Middle East and North African (MENA) countries by using an ADCC-GARCH model and a …
[PDF][PDF] Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk
AH Elsayed, MH Helmi - Annals of Operations Research, 2021 - academia.edu
This paper examines the effect of geopolitical risk (GPR) on return and volatility dynamics in
Middle East and North African (MENA) countries by using an ADCC-GARCH model and a …
Middle East and North African (MENA) countries by using an ADCC-GARCH model and a …
Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk.
AH Elsayed, MH Helmi - Annals of Operations Research, 2021 - go.gale.com
This paper examines the effect of geopolitical risk (GPR) on return and volatility dynamics in
Middle East and North African (MENA) countries by using an ADCC-GARCH model and a …
Middle East and North African (MENA) countries by using an ADCC-GARCH model and a …
Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk
A Elsayed, MH Helmi - Annals of Operations Research, 2021 - econpapers.repec.org
This paper examines the effect of geopolitical risk (GPR) on return and volatility dynamics in
Middle East and North African (MENA) countries by using an ADCC-GARCH model and a …
Middle East and North African (MENA) countries by using an ADCC-GARCH model and a …