3141 Chestnut Street
Philadelphia, PA 19104
Drexel University - Lebow College of Business
in Total Papers Downloads
Multivariate GARCH, shocks, volatility, transmission, portfolio weights
Multivariate, shocks, volatility, correlation, dependency, interdependency, precious metals, exchange rates, hedging
Causality, market liquidity, depth, energy, grains
risk, economic risk, political risk, risk ratings, stock market, ARDL
Herding Behavior, Chinese A- and B-Shares, Dispersion Shocks, Markov-Switching
herding, GCC stock markets, dispersion shocks, Markov-Switching
Herding, Gulf Arab Stock Markets, Dispersion Shocks, Markov-Switching
CDS, Risk Premium, Great Recession, Quantitative Easing
GCC membership, structural VAR, block exogeneity, exchange rate, China, export prices, oil price, pass-through, inflation, economic growth
Asymmetry, Interdependence, Uncertainty, Business cycle, Energy, FX
GCC-wide equity sectors, Multivariate regime-switching, Time-varying correlations, Financial integration, International portfolio diversification
Mining stocks, Vine copulas, Risk measures, Tail dependence, Portfolio optimization
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.672 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you