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Does credit for equity investments feedback on stock market volatility? Evidence from an emerging stock market. (2011). Onour, Ibrahim.
In: MPRA Paper.
RePEc:pra:mprapa:28001.

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  15. Ng, S.; Perron, P.; (1993b), Unit Root Tests in ARMA Models with Data Dependent Methods for The Selection of the Truncation Lag, (Manuscript), C.R.D.E., University of Montreal, Quebec.
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    In: Research in International Business and Finance.
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  4. Spillovers and the determinants in Islamic equity markets. (2019). Balli, Faruk ; Hasan, Md Iftekhar ; de Bruin, Anne.
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  5. Volatility transmission between US and Latin American stock markets: Testing the decoupling hypothesis. (2017). Agudelo, Diego ; Gutierrez, Marcela ; Cardona, Laura .
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  6. Evidence of cross-country portfolio diversification benefits: The case of Saudi Arabia. (2016). Masih, Abul ; Hakim, Bm ; Ali, Hakim.
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  7. Global and Regional Volatility Spillovers to GCC Stock Markets. (2015). Mishra, Anil ; Alotaibi, Abdullah R.
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  8. Are the regional Gulf stock markets weak-form efficient as single stock markets and as a regional stock market?. (2015). Roca, Eduardo ; Jamaani, Fouad.
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  9. Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate. (2015). Yoon, Seong-Min ; Mensi, walid ; Hammoudeh, Shawkat.
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  10. Global and regional volatility spillovers to GCC stock markets. (2015). Mishra, Anil ; Alotaibi, Abdullah R..
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  11. Structural Breaks, Dynamic Correlations, Volatility Transmission, and Hedging Strategies for International Petroleum Prices and U.S. Dollar Exchange Rate. (2014). Yoon, Seong-Min ; Mensi, walid ; Hammoude, Shawkat .
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  12. Volatility Spillover in India, USA and Japan Investigation of Recession Effects. (2013). Sinha, Pankaj.
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  13. Volatility Transmission from Mature Global Stock Markets to Middle East and North African Stock Markets. (2013). Spillan, John E ; Dania, Akash.
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  14. Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries. (2013). Maghyereh, Aktham ; Awartani, Basel ; Al Shiab, Mohammad .
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  15. Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE. (2012). Maghyereh, Aktham ; Awartani, Basel.
    In: Applied Financial Economics.
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  16. Volatility Transmission from Global Stock Exchanges to India. (2011). .
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  17. Does credit for equity investments feedback on stock market volatility? Evidence from an emerging stock market. (2011). Onour, Ibrahim.
    In: MPRA Paper.
    RePEc:pra:mprapa:28001.

    Full description at Econpapers || Download paper

  18. Volatility Spillover in India, USA and Japan Investigation of Recession Effects. (2010). Sinha, Pankaj.
    In: MPRA Paper.
    RePEc:pra:mprapa:21873.

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  19. Stock market integration and volatility spillover: India and its major Asian counterparts. (2010). Mukherjee, Kedar ; Mishra, Ram Kumar.
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  20. Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts. (2008). Mishra, R. K. ; Mukherjee, Dr. Kedar nath, .
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  21. Prediction of index futures returns and the analysis of financial spillovers--A comparison between GARCH and the grey theorem. (2008). YU, SHANG-WU ; Kung, Ling-Ming.
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