Is there a diversification benefit from investing in the Arab Gulf stock markets? A multivariate GARCH analysis

Author： Maghyereh Aktham   Al-Zoubi Haitham   Abderraheem Sadeq  

Publisher： Inderscience Publishers

ISSN： 1097-4954

Source： Global Business and Economics Review, Vol.7, Iss.4, 2005-11, pp. : 324-342

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