Through the application of Diagonal BEKK and Asymmetric Diagonal BEKK methodologies
to intra-day data for eight cryptocurrencies, this paper investigates not only conditional …

Cryptocurrencies are gradually establishing themselves as a new class of assets with
unique features, although there remains skepticism and a lack of understanding of their …

Low‐carbon development is a challenging endeavor for many fossil fuels exporting nations
around the world, and is especially important in light of the recent Paris Agreement on …

This study is an endeavour to analyse the influence of oil price shocks on the
macroeconomy of the Gulf Cooperation Council (GCC) member countries (Bahrain, Kuwait …

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 …

Purpose As the ongoing oil prices' crisis is emerging as a major cause of concern for the
Gulf Cooperation Council (GCC) region, the constituent governments are attempting at …

This study examines portfolio management and risk spillovers between four major precious
metals (gold, silver, palladium and platinum) and 20 important US exchange markets. To this …

This paper examines the time-varying conditional dependency between commodity markets
and stock markets by applying the rolling-sample technique on the dependence parameter …

This paper investigates the impact of regional factors on Islamic and conventional stock
returns in the member countries of the Gulf Cooperation Council (GCC) from April 2011 to …

This study examines the statistical properties required to model the dynamics of both the
returns and volatility series of the daily stock market returns in six Gulf Cooperation Council …