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Keywords: Correlation
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Journal of Chinese Economic and Foreign Trade Studies (2024) 17 (2-3): 112–132.
Published: 27 June 2024
.... Design/methodology/approach The multivariate BEKK-GARCH model was computed to evaluate the existence of non-linear linkage among Middle Eastern stock markets. A correlation approach was used in this study to determine the type of linear connectivity between Middle Eastern stock markets. The study used...
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