Arab Monetary Fund Publications: Research and Studies

Research and Studies published by the Arab Monetary Fund

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

Author

Dr. Anwar Othman

Dr. Abdalla Sirag

Dr. Ali Bendob

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UNDERSTANDING THE DYNAMIC CORRELATION BETWEEN BITCOIN, GOLD, OIL, AND STOCK MARKET INDICES IN THE SELECTED ARAB COUNTRIES: APPLI