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Financial Integration in the GCC Region: Market Size Versus National Effects |
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| Authors: | Arin Kerim Peren Caporale Guglielmo Maria Kyriacou Kyriacos Spagnolo Nicola |
| Affiliation: | 1.Zayed University, Abu Dhabi, UAE ;2.Centre for Applied Macroeconomic Analysis (CAMA), Canberra, Australia ;3.Department of Economics and Finance, Brunel University London, London, UB8 3PH, UK ; |
| Abstract: | Open Economies Review - This paper examines financial spillovers between the four largest equity markets (by market capitalization) in the GCC region using a VAR-GARCH (1,1) framework that sheds... |
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