Browsing Finance & Economics by Subject "Asymmetric volatility spillover"

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Context-dependent responses to geopolitical risk in Middle Eastern and African stock markets: An asymmetric volatility spillover study

Mohamed, Abdelaziz Eissa; Al Refai, Hisham ( Elsevier , 2024 , Article)
This paper examines the asymmetric volatility spillover impact of geopolitical risk on stock market returns across six Middle Eastern and African (MEA) economies: Egypt, Israel, Saudi Arabia, Tunisia, Turkey, and South ...