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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

Oil price fluctuations and exchange rate dynamics in the MENA region : evidence from non-causality-in-variance and asymmetric non-causality tests

Nouira, Ridha; Hadj Amor, Thouraya; Rault, Christophe - 2018

dynamics of oil price volatility by examining interactions between oil market and exchange rate in selected MENA countries …) to examine the presence of volatility spillover between oil prices and exchange rates return series. The econometric … rates, and ii) there is significant evidence of volatility spillovers from oil markets to exchange rate markets in the …

Persistent link: https://www.econbiz.de/10011897569

Oil price fluctuations and exchange rate dynamics in the MENA region : evidence from non-causality-in-variance and asymmetric non-causality tests

Nouira, Ridha; Hadj Amor, Thouraya; Rault, Christophe - In: The quarterly review of economics and finance : journal … 73 (2019), pp. 159-171

Persistent link: https://www.econbiz.de/10012296707

Multi-step analysis of public finances sustainability

Afonso, António; Rault, Christophe - In: Economic modelling 48 (2015), pp. 199-209

Persistent link: https://www.econbiz.de/10011453706

CO 2 emissions, output, energy consumption, and trade in Tunisia

Farhani, Sahbi; Chaibi, Anissa; Rault, Christophe - In: Economic modelling 38 (2014), pp. 426-434

Persistent link: https://www.econbiz.de/10010419023

Short- and long-run behaviour of long-term sovereign bond yields

Afonso, António; Rault, Christophe - In: Applied economics 47 (2015) 37/39, pp. 3971-3993

Persistent link: https://www.econbiz.de/10011294673

CO 2 emissions, output, energy consumption, and trade in Tunisia

Farhani, Sahbi; Chaibi, Anissa; Rault, Christophe - 2014

Persistent link: https://www.econbiz.de/10010432216

Budgetary and external imbalances relationship : a panel data diagnostic

Afonso, António; Rault, Christophe; Estay, Christophe - In: Journal of quantitative economics : official journal of … 11 (2013) 1/2, pp. 84-110

Persistent link: https://www.econbiz.de/10010338347

A re-examination of the purchasing power parity using non-stationary dynamic panel methods : a comparative approach for developing and developed countries

Drine, Imed (contributor); Rault, Christophe (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001899696

La PPA est-elle vérifiée pour les pays développés et en développement? : Un ré-examen par l'économétrie des panels non stationnaires

Drine, Imed; Rault, Christophe - In: International economics : a journal published by CEPII … (2004) 1, pp. 49-80

Persistent link: https://www.econbiz.de/10002100430