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Energy, precious metals, and GCC stock markets : is there any risk spillover?
Al-Yahyaee, Khamis Hamed; Mensi, Walid; Sensoy, Ahmet; … - In: Pacific-Basin finance journal 56 (2019), pp. 45-70
Persistent link: https://www.econbiz.de/10012169554
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Volatility spillover effects between oil and GCC stock markets : a wavelet-based asymmetric dynamic conditional correlation approach
Ho Thuy Tien; Ngo Thai Hung - In: International journal of Islamic and Middle Eastern … 15 (2022) 6, pp. 1127-1149
Persistent link: https://www.econbiz.de/10014337182
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Spillover of sentiments between the GCC stock markets
Chowdhury, Shah Saeed Hassan - In: Global business review 24 (2023) 6, pp. 1434-1453
Persistent link: https://www.econbiz.de/10014433227
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Spillovers to sectoral equity returns : do liquidity and financial positions matter?
Balli, Faruk; Syed Mabruk Billah; Balli, Hatice Ozer; … - In: Applied economics 53 (2021) 27, pp. 3097-3130
Persistent link: https://www.econbiz.de/10012517079
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Global and regional volatility spillovers to GCC stock markets
Alotaibi, Abdullah R.; Mishra, Anil V. - In: Economic modelling 45 (2015), pp. 38-49
Persistent link: https://www.econbiz.de/10011334180
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Dynamics and determinants of spillovers across the option-implied volatilities of US equities
Bouri, Elie; Lucey, Brian M.; Roubaud, David - In: The quarterly review of economics and finance : journal … 75 (2020), pp. 257-264
Persistent link: https://www.econbiz.de/10012416566
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Oil prices and GCC stock markets : new evidence from smooth transition models
Cheikh, Nidhaleddine Ben; Ben Naceur, Samy; Kanaan, … - 2018
Our paper examines the effect of oil price changes on Gulf Cooperation Council (GCC) stock markets using nonlinear smooth transition regression (STR) models. Contrary to conventional wisdom, our empirical results reveal that GCC stock markets do not have similar sensitivities to oil price...
Persistent link: https://www.econbiz.de/10011859438
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Oil prices and stock markets in GCC countries : empirical evidence from panel analysis
Arouri, Mohamed; Rault, Christophe - In: International journal of finance & economics : IJFE 17 (2012) 3, pp. 242-253
Persistent link: https://www.econbiz.de/10009615687
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Wavelet-based systematic risk estimation: application on GCC stock markets: theSaudi Arabia case
Mabrouk, Anouar Ben - In: Quantitative finance and economics 4 (2020) 4, pp. 542-595
Persistent link: https://www.econbiz.de/10012271510
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Causes and consequences of energy price shocks on petroleum-based stock market using the spillover asymmetric multiplicative error model
Khalifa, Ahmed A.; Alsarhan, Abdulwahab A.; … - In: Research in international business and finance 39 (2017), pp. 307-314
Persistent link: https://www.econbiz.de/10011876487