Title of article
Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries
Author/Authors
Shawkat Hammoudeh، نويسنده , , Kyongwook Choi، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
15
From page
231
To page
245
Keywords
Volatility , Markov-switching , Permanent and transitory components , Transition probability
Journal title
Journal of International Financial Markets, Institutions and Money
Serial Year
2007
Journal title
Journal of International Financial Markets, Institutions and Money
Record number
189781
Link To Document