Assessing Conditional Volatility of Middle Eastern Stock Markets: Evidence from Israel-Palestine War

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ID: 312215
2025
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Abstract
The Research study examines the conditional volatility of Middle Eastern stock markets, specially focusing on Syria, Lebanon, Jordan, Egypt, Saudi Arabia, and Palestine, in the context of Israel-Palestine war. The Israel Palestine war that initiate on 07 October 2023 have cause serious repercussions on political and stock market region.  DCC GARCH methodology is used to assess the volatility on the selected stock markets like Syria, Lebanon, Iran, Jordan, Egypt, Saudi Arabia and Palestine. The findings indicate, data is stationary for all series as p-value is zero for all stock market indices and rejects null hypothesis. The beta value for all series determines strong volatility factor, if factor of volatility increases it takes time to settle in normal way. The objective of research study is to assess the mean and volatility spillover exists due to Israel Palestine war on these selected stock markets.
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imported_1776683470_69e609ce04c3d Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Muhammad Hanif
Journal Social Sciences & Humanity Research Review
Year 2025
DOI
10.63468/sshrr.062
URL
https://sshrr.online/index.php/4/article/view/207
Keywords Keywords not found

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