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Applied Financial Economics Volume 22, 2012 - Issue 10
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Original Articles

Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE

A. Maghyereh Department of Economics and Finance, United Arab Emirates University, Al-Ain, UAECorrespondence[email protected]
&
B. Awartani Business School, New York Institute of Technology, Abu Dhabi, UAE
Pages 837-848 | Published online: 07 Feb 2012

Citations (14)

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Shaista Arshad. (2016) The vicissitudes of stock markets and business cycles: focusing on the OIC region. Macroeconomics and Finance in Emerging Market Economies 9:1, pages 56-74.
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Articles from other publishers (13)

Yao Xiao, Zibing Dong, Shihua Huang, Yanshuang Li, Jian Wang & Xintian Zhuang. (2023) Time-Frequency Volatility Spillovers among Major International Financial Markets: Perspective from Global Extreme Events. Discrete Dynamics in Nature and Society 2023, pages 1-20.
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Aktham Maghyereh, Basel Awartani & Hussein Abdoh. (2022) Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period. The Journal of Economic Asymmetries 25, pages e00239.
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Khaled Bataineh. (2022) Return and volatility spillovers between FTSE All-Share Index and S&P 500 Index. Investment Management and Financial Innovations 19:2, pages 107-118.
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Weiping Zhang, Xintian Zhuang, Yang Lu & Jian Wang. (2020) Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework. International Review of Financial Analysis 71, pages 101454.
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Chikashi Tsuji. (2020) Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management. International Review of Financial Analysis 70, pages 101392.
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Burcu Kapar, Jose Olmo & Rim Ghalayini. (2020) Financial integration in the United Arab Emirates Stock Markets. Finance Research Letters 33, pages 101219.
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Wei-Qiang Huang & Dan Wang. (2018) A return spillover network perspective analysis of Chinese financial institutions’ systemic importance. Physica A: Statistical Mechanics and its Applications 509, pages 405-421.
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Wei-Qiang Huang & Dan Wang. (2018) Systemic importance analysis of chinese financial institutions based on volatility spillover network. Chaos, Solitons & Fractals 114, pages 19-30.
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Hussein Mohammad Salameh & Bashar Alzubi. (2018) An investigation of stock market volatility: evidence from Dubai financial market. Journal of Economic and Administrative Sciences 34:1, pages 21-35.
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Mohammad Alomari, David. M. Power & Nongnuch Tantisantiwong. (2017) Determinants of equity return correlations: a case study of the Amman Stock Exchange. Review of Quantitative Finance and Accounting 50:1, pages 33-66.
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Najeb Masoud & Suleiman AbuSabha. (2014) Virtual Spider Threads Interconnecting Globally: From ‘Soft Power’ to MENA Stock Market Volatility . The Journal of Wealth Management 17:2, pages 73-85.
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Syed Abul Basher, Salem Nechi & Hui Zhu. (2014) Dependence patterns across Gulf Arab stock markets: A copula approach. Journal of Multinational Financial Management 25-26, pages 30-50.
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Basel Awartani, Aktham I. Maghyereh & Mohammad Al Shiab. (2013) Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries. Journal of International Financial Markets, Institutions and Money 27, pages 224-242.
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