Volatility Co-Movement in Saudi Arabian and Kuwaiti Stock Markets
| Author | : Hyginus Leon |
| Publisher | : |
| Total Pages | : 10 |
| Release | : 2008 |
| ISBN-10 | : OCLC:1290300206 |
| ISBN-13 | : |
| Rating | : 4/5 (06 Downloads) |
Book Synopsis Volatility Co-Movement in Saudi Arabian and Kuwaiti Stock Markets by : Hyginus Leon
Download or read book Volatility Co-Movement in Saudi Arabian and Kuwaiti Stock Markets written by Hyginus Leon and published by . This book was released on 2008 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt: We use data on realized volatility to establish co-movement in volatility on the Saudi Arabian and Kuwaiti stock exchanges. We show, in addition, that the probability of positive and negative co-movement are related to the volatility of international equity prices and volatility of oil prices.
