Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis

Autor: Yousaf, Imran, Beljid, Makram, Chaibi, Anis, Ajlouni, Ahmed AL
Zdroj: In Pacific-Basin Finance Journal June 2022 73
Databáze: ScienceDirect