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Emerging Markets Finance and Trade Volume 46, 2010 - Issue 5
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Original Article

Modeling Time-Varying Volatility and Expected Returns: Evidence from the GCC and MENA Regions

Mazin A. M. Al Janabi Department of Economics and Finance, United Arab Emirates University
,
Abdulnasser Hatemi-J Department of Economics and Finance, United Arab Emirates University
&
Manuchehr Irandoust Department of Economics and Finance, United Arab Emirates University
Pages 39-47 | Published online: 07 Dec 2014

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Buerhan Saiti, Obiyathulla Ismath Bacha & Mansur Masih. (2016) Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis. Emerging Markets Finance and Trade 52:8, pages 1832-1849.
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Yigit Atilgan & K. Ozgur Demirtas. (2016) Risk-Adjusted Performances of World Equity Indices. Emerging Markets Finance and Trade 52:3, pages 706-721.
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Yigit Atilgan, K. Ozgur Demirtas & Koray D. Simsek. (2015) Studies of Equity Returns in Emerging Markets: A Literature Review. Emerging Markets Finance and Trade 51:4, pages 757-773.
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Yigit Atilgan & K.Ozgur Demirtas. (2013) Downside Risk in Emerging Markets. Emerging Markets Finance and Trade 49:3, pages 65-83.
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Enrique Salvador. (2012) The Risk-Return Trade-Off in Emerging Markets. Emerging Markets Finance and Trade 48:6, pages 106-128.
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Doojin Ryu. (2012) Implied Volatility Index of KOSPI200: Information Contents and Properties. Emerging Markets Finance and Trade 48:sup2, pages 24-39.
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Articles from other publishers (10)

Ahmad Alrazni Alshammari, Syed Musa Alhabshi & Buerhan Saiti. (2019) The impact of oil prices and the financial market on cost efficiency in the insurance and Takaful sectors: Evidence from a stochastic frontier analysis. Economic Systems 43:3-4, pages 100716.
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Dejan Živkov, Emilija Mihajlović & Kristina Kostić. (2019) Time-frequency nexus between the Eastern European and the developed stock markets: The case of Visegrad group. Skola biznisa:1, pages 15-31.
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Rui F. Teixeira, Mara Madaleno & Elisabete S. Vieira. (2016) Oil price effects over individual Portuguese stock returns. Empirical Economics 53:3, pages 891-926.
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Olfa Kaabia, Ilyes Abid & Farid Mkaouar. (2016) The dark side of the black gold shock onto Europe: One stock's joy is another stock's sorrow. Economic Modelling 58, pages 642-654.
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Zied Ftiti, Khaled Guesmi & Ilyes Abid. (2016) Oil price and stock market co-movement: What can we learn from time-scale approaches?. International Review of Financial Analysis 46, pages 266-280.
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Anna Creti, Zied Ftiti & Khaled Guesmi. (2014) Oil price and financial markets: Multivariate dynamic frequency analysis. Energy Policy 73, pages 245-258.
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Lin Wang & Ali M Kutan. (2013) The Impact of Natural Disasters on Stock Markets: Evidence from Japan and the US. Comparative Economic Studies 55:4, pages 672-686.
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Silvo Dajčman. (2013) Interdependence Between Some Major European Stock Markets - A Wavelet Lead/Lag Analysis. Prague Economic Papers 22:1, pages 28-49.
Crossref
Mazin A. M. Al Janabi. 2013. Financial Integration. Financial Integration 139 155 .
Yigit Atilgan, K. Ozgur Demirtas & Koray D. Simsek. (2014) Studies of Equity Returns in Emerging Markets: A Literature Review. SSRN Electronic Journal.
Crossref

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