This study investigates the return spillovers and volatility spillovers from developed markets (e.g., Europe, Japan and the US) into the financial markets of selected emerging countries in Asia and the Middle East and North Africa (MENA) region. Based on constant and trend spillover models, we find evidence of significant spillover effects from developed markets to emerging markets. The results from variance ratios indicate the dominance of US shocks across all emerging markets, though the effect varies widely among countries. New to these literature, we conduct an empirical analysis quantifying the underlying determinants affecting the extent of shock spillovers. The results show that bilateral factors such as trade volume, portfolio inves...
This thesis consists of five chapters. Chapter one showcases the analysis of the three empirical stu...
This thesis consists of five chapters. Chapter one showcases the analysis of the three empirical stu...
This thesis consists of five chapters. Chapter one showcases the analysis of the three empirical stu...
This study investigates the return spillovers and volatility spillovers from developed markets (e.g....
This study investigates the return spillovers and volatility spillovers from developed markets (e.g....
This study investigates the return spillovers and volatility spillovers from developed markets (e.g....
This study investigates the return spillovers and volatility spillovers from developed markets (e.g....
This study investigates the return spillovers and volatility spillovers from developed markets (e.g....
The purpose of this study is to provide empirical evidence of volatility spillovers from global and ...
This paper examines the volatility spillovers among Gulf Arab emerging markets. Multivariate VAR-GAR...
This paper provides an investigation into the spillover effects of exchange rate returns and volatil...
Using a multivariate BEKK GARCH model, we investigate volatility transmission i.e. spillover effects...
This paper investigates the degree and structure of interdependence between emerging (Asian and Lati...
Using a multivariate BEKK GARCH model, we investigate volatility transmission i.e. spillover effects...
This thesis consists of five chapters. Chapter one showcases the analysis of the three empirical stu...
This thesis consists of five chapters. Chapter one showcases the analysis of the three empirical stu...
This thesis consists of five chapters. Chapter one showcases the analysis of the three empirical stu...
This thesis consists of five chapters. Chapter one showcases the analysis of the three empirical stu...
This study investigates the return spillovers and volatility spillovers from developed markets (e.g....
This study investigates the return spillovers and volatility spillovers from developed markets (e.g....
This study investigates the return spillovers and volatility spillovers from developed markets (e.g....
This study investigates the return spillovers and volatility spillovers from developed markets (e.g....
This study investigates the return spillovers and volatility spillovers from developed markets (e.g....
The purpose of this study is to provide empirical evidence of volatility spillovers from global and ...
This paper examines the volatility spillovers among Gulf Arab emerging markets. Multivariate VAR-GAR...
This paper provides an investigation into the spillover effects of exchange rate returns and volatil...
Using a multivariate BEKK GARCH model, we investigate volatility transmission i.e. spillover effects...
This paper investigates the degree and structure of interdependence between emerging (Asian and Lati...
Using a multivariate BEKK GARCH model, we investigate volatility transmission i.e. spillover effects...
This thesis consists of five chapters. Chapter one showcases the analysis of the three empirical stu...
This thesis consists of five chapters. Chapter one showcases the analysis of the three empirical stu...
This thesis consists of five chapters. Chapter one showcases the analysis of the three empirical stu...
This thesis consists of five chapters. Chapter one showcases the analysis of the three empirical stu...