Modeling time-varying volatility and expected returns: Evidence from the GCC and MENA regions

Emerging Markets Finance and Trade

Volumn 46, Issue 5, 2010, Pages 39-47

  Al Janabi, Mazin ^a   Hatemi J, Abdulnasser ^a   Irandoust, Manuchehr ^a  

^a UNITED ARAB EMIRATES UNIVERSITY   (United Arab Emirates)

Author keywords

emerging markets; expected return; GARCH M; Gulf Cooperation Council (GCC); risk management; volatility

Indexed keywords

EID: 77957791950     PISSN: 1540496X     EISSN: None     Source Type: Journal    
DOI: 10.2753/REE1540-496X460503     Document Type: Article

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