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Keywords: Stock market
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Journal Articles
Journal of Islamic Accounting and Business Research (2020) 11 (10): 1969–1987.
Published: 20 August 2020
... the persistence of two distinct regimes for all markets, namely, a low-volatility regime and a high-volatility regime. The low-volatility regime illustrates more persistence than the high-volatility regime. Specifically, exchange rate changes do not have an influence on the stock market returns of the Gulf Arab...
