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Please use this identifier to cite or link to this item: http://hdl.handle.net/1893/34007
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dc.contributor.authorZiadat, Salemen_UK
dc.contributor.authorAlKhouri, Ritaben_UK
dc.date.accessioned2022-03-08T01:02:23Z-
dc.date.available2022-03-08T01:02:23Z-
dc.date.issued2022en_UK
dc.identifier.other2031683en_UK
dc.identifier.urihttp://hdl.handle.net/1893/34007-
dc.description.abstractThis research offers a comprehensive review of the volatility spillover patterns in the Gulf Cooperation Council (GCC) stock market indexes covering daily data from 2/1/2004 to 5/11/2020. During this period, stock markets experienced fluctuations due to unexpected shocks, such as the international financial crisis, oil price shocks and, lately, the pandemic of COVID-19. The findings reveal a substantial increase in the connectedness of returns and volatilities in the GCC bloc during high stress periods with the COVID-19 era marking a historical high. That said, the results do not support significant changes in the directional patterns of volatility during the pandemic.en_UK
dc.language.isoenen_UK
dc.publisherTaylor & Francisen_UK
dc.relationZiadat S & AlKhouri R (2022) Revisiting volatility spillovers in the Gulf Cooperation Council. Cogent Economics and Finance, 10 (1), Art. No.: 2031683. https://doi.org/10.1080/23322039.2022.2031683en_UK
dc.rights© 2022 The Author(s). This open access article is distributed under a Creative Commons Attribution (CC-BY - https://creativecommons.org/licenses/by/4.0/) 4.0 license. You are free to: Share — copy and redistribute the material in any medium or format. Adapt — remix, transform, and build upon the material for any purpose, even commercially. The licensor cannot revoke these freedoms as long as you follow the license terms. Under the following terms: Attribution — You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use. No additional restrictions You may not apply legal terms or technological measures that legally restrict others from doing anything the license permits.en_UK
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/en_UK
dc.subjectspilloversen_UK
dc.subjectcorrelationen_UK
dc.subjectinternational financeen_UK
dc.titleRevisiting volatility spillovers in the Gulf Cooperation Councilen_UK
dc.typeJournal Articleen_UK
dc.identifier.doi10.1080/23322039.2022.2031683en_UK
dc.citation.jtitleCogent Economics and Financeen_UK
dc.citation.issn2332-2039en_UK
dc.citation.issn2332-2039en_UK
dc.citation.volume10en_UK
dc.citation.issue1en_UK
dc.citation.publicationstatusPublisheden_UK
dc.citation.peerreviewedRefereeden_UK
dc.type.statusVoR - Version of Recorden_UK
dc.citation.date03/02/2022en_UK
dc.contributor.affiliationAl-Ahliyya Amman Universityen_UK
dc.identifier.isiWOS:000750657400001en_UK
dc.identifier.scopusid2-s2.0-85124418324en_UK
dc.identifier.wtid1800502en_UK
dc.date.accepted2022-01-14en_UK
dcterms.dateAccepted2022-01-14en_UK
dc.date.filedepositdate2022-03-07en_UK
dc.subject.tagCOVID-19en_UK
rioxxterms.apcpaiden_UK
rioxxterms.typeJournal Article/Reviewen_UK
rioxxterms.versionVoRen_UK
local.rioxx.authorZiadat, Salem|en_UK
local.rioxx.authorAlKhouri, Ritab|en_UK
local.rioxx.projectInternal Project|University of Stirling|https://isni.org/isni/0000000122484331en_UK
local.rioxx.freetoreaddate2022-03-07en_UK
local.rioxx.licencehttp://creativecommons.org/licenses/by/4.0/|2022-03-07|en_UK
local.rioxx.filenameZiadet-AlKhouri-CEF-2022.pdfen_UK
local.rioxx.filecount1en_UK
local.rioxx.source2332-2039en_UK
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