Financial stress dynamics in the MENA region: Evidence from the Arab Spring

Faculty Commerce Year: 2019
Type of Publication: ZU Hosted Pages:
Authors:
Journal: Journal of International Financial Markets, Institutions & Money Elsevier Volume:
Keywords : Financial stress dynamics , , MENA region: Evidence    
Abstract:
In this paper, we analyse the impact of instability caused by the Arab Spring on the co-movements and volatility spillovers of aggregated Financial Stress Indices for eight MENA countries. Using a dynamic frequency connectedness framework,
   
     
 
       

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