Conditional correlation.
Published in Figshare • Oct 19, 2023
NobleIDNI4P05W92R86S72
Authors:
Nevi Danila (17241744)
Abstract
<div><p>The research examines a comovement and spillover of volatility among foreign exchange, conventional and shariah stock markets in Association of South East Asian Nation-5 (ASEAN) countries and Gulf Cooperation Council (GCC) countries. Generalized Autoregressive Conditional Heteroskedasticity—...
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