Volatility spillover and herding in the Middle East and North African stock markets
(2021)
Thesis
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.