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Showing 1 to 1 of 1 for “"VECH-MGARCH"”.
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Oil Price Movements and Equity Returns: Evidence from the GCC Countries
<p>This study examines to what extent how oil movements differently affect equity returns in general and sectoral levels of the GCC countries stock markets. Modeling the equity returns volatility requires using GARCH-type models. These models help to explore the pronounced differences of the …