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Political tensions, stock market dependence and volatility spillover: Evidence from the recent intra-GCC crises
(
Elsevier Inc.
, 2019 , Article)
This study examines the impact of the two recent political and economic crises of March 2014 and June 2017 on the stock market dependence and volatility spillover between Qatar and the other GCC countries (Saudi Arabia, ...
Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis
(
Elsevier Ltd
, 2019 , Article)
Unlike previous studies in the energy-environment literature, this study employed the panel vector autoregressive (PVAR) model that was developed by Love and Zicchino [1] to examine the impact of renewable energy and ...
Are shocks on the returns and volatility of cryptocurrencies really persistent?
(
Elsevier Ltd
, 2019 , Article)
This letter questions the true nature (true versus spurious) of the Long Range Dependence (LRD) behavior observed in the returns and volatility series of four Cryptocurrencies (CC). Using a robust approach, this letter ...