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Volatility spillover and herding in the Middle East and North African stock markets (2021)
Thesis
Mahfouz, R. Volatility spillover and herding in the Middle East and North African stock markets. (Thesis). University of the West of England. Retrieved from https://uwe-repository.worktribe.com/output/7502559

The first aim of this thesis is to examine the market behaviour of the Middle East North African (MENA) region. This aim is fulfilled by examining the volatility of eight selected markets representing the MENA region using ARCH/GARCH models. Using th... Read More about Volatility spillover and herding in the Middle East and North African stock markets.