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Measuring Return and Volatility Interactions Across GCC Equity Indices and Cryptocurrencies
This research is examining how volatility travels between major cryptocurrencies and Gulf stock markets. Using daily data for six GCC equity indices (ADX, BAX, DFMGI, KSE, QE, TASI) and five leading cryptocurrencies (Bitcoin, Ethereum, XRP, Dash, Monero) from 2017–2022. Our methodology contains a th...
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AUC Knowledge Fountain
2025
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