Time-varying transmission between oil and equities in the MENA region: New evidence from DCC-MIDAS analyses

Name: Time-varying transmission between oil and equities in the MENA region: New evidence from DCC-MIDAS analyses
Creator: Aktham I. Maghyereh
Published: 2018-10-15T04:49:41.001Z
Keywords: Crude Oil, Middle East, Correlation Analysis, Generalized Autoregressive Conditional Heteroskedasticity, Stock Exchange, Risk

Maghyereh, Aktham I.; Awartani, Basel; Javed, Farrukh; Virk, Nader

doi:10.17632/ytjnyw98sy.1

Time-varying transmission between oil and equities in the MENA region: New evidence from DCC-MIDAS analyses

Published: 15 October 2018| Version 1 | DOI: 10.17632/ytjnyw98sy.1

Contributors:

Aktham I. Maghyereh,

Basel Awartani,

Farrukh Javed,

Nader Virk

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DCC-MIDAS analyses

Time-varying transmission between oil and equities in the MENA region: New evidence from DCC-MIDAS analyses

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