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UNDERSTANDING THE DYNAMIC CORRELATION BETWEEN BITCOIN, GOLD, OIL, AND STOCK MARKET INDICES IN THE SELECTED ARAB COUNTRIES: APPLICATION OF THE DCC-GARCH MODEL TO THE BANKING AND INSURANCE SECTORS

UNDERSTANDING THE DYNAMIC CORRELATION BETWEEN BITCOIN, GOLD, OIL, AND STOCK MARKET INDICES IN THE SELECTED ARAB COUNTRIES: APPLICATION OF THE DCC-GARCH MODEL TO THE BANKING AND INSURANCE SECTORS

UNDERSTANDING THE DYNAMIC CORRELATION BETWEEN BITCOIN, GOLD, OIL, AND STOCK MARKET INDICES IN THE SELECTED ARAB COUNTRIES: APPLICATION OF THE DCC-GARCH MODEL TO THE BANKING AND INSURANCE SECTORS

Publication Date:

03-03-2022

Publication Organization:

Arab Monetary Fund

Issue Number:

2022

Frequency:

Annually

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Keywords:

UNDERSTANDING THE DYNAMIC CORRELATION BETWEEN BITCOIN, GOLD, OIL, AND STOCK MARKET INDICES IN THE SELECTED ARAB COUNTRIES: APPLICATION OF THE DCC-GARCH MODEL TO THE BANKING AND INSURANCE SECTORS