Impact of macroeconomic factors and country risk ratings on GCC stock markets : evidence from a dynamic panel threshold model with regime switching
Year of publication: |
March 2017
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Authors: | Mensi, Walid ; Hammoudeh, Shawkat ; Yoon, Seong-min ; Balcilar, Mehmet |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 13, p. 1255-1272
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Subject: | GCC markets | country risk ratings | macroeconomic factors | regime switching | dynamic panel threshold model | Länderrisiko | Country risk | Schätzung | Estimation | Panel | Panel study | Arabische Golf-Staaten | Gulf countries | Aktienmarkt | Stock market | Welt | World |
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