Volatility spillovers among the Gulf Arab emerging markets

Authors

Ramzi Nekhili, University of Wollongong in DubaiFollow
Muhammed Naeem, University of Wollongong in DubaiFollow

RIS ID

29805

Publication Details

Nekhili, R. & Naeem, M. 2009, Volatility spillovers among the Gulf Arab emerging markets, The 3rd International Conference on Computational and Financial Econometrics, Limassol, Cyprus, pp. 1-14.