مرکز منطقه ای اطلاع رساني علوم و فناوري - Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries

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 :

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 :