Similar Search Results

Return and volatility interaction between oil prices and stock markets in Saudi Arabia

Jouini, Jamel - In: Journal of policy modeling : JPMOD ; a social science … 35 (2013) 6, pp. 1124-1144

Persistent link: https://www.econbiz.de/10010225937

Shock and volatility transmission in the oil, US and Gulf equity markets

Malik, Farooq; Hammoudeh, Shawkat - In: International review of economics & finance : IREF 16 (2007) 3, pp. 357-368

Persistent link: https://www.econbiz.de/10003613150

Volatility spillovers among oil and stock markets in the US and Saudi Arabia

Finta, Marinela Adriana; Frijns, Bart; Tiurani-Rad, Alireza - In: Applied economics 51 (2019) 4, pp. 329-345

Persistent link: https://www.econbiz.de/10012160526

Oil prices, stock market returns, and volatility spillovers : evidence from Saudi Arabia

Cevik, Emrah Ismail; Dibooglu, Sel; Abdallah, Atif Awad; … - In: International economics and economic policy 18 (2021) 1, pp. 157-175

Persistent link: https://www.econbiz.de/10012499759

Relationship between different sources of geopolitical risks and stock markets in the GCC region : a dynamic correlation analysis

Alqahtani, Abdullah; Hammoudeh, Shawkat; Selmi, Refk - In: Review of behavioral finance : RBF 14 (2022) 2, pp. 296-316

Persistent link: https://www.econbiz.de/10013286629

Information Arrival and Volatility : Evidence from the Saudi Stock Exchange (Tadawul)

Ezzat, Hassan - 2017

This paper investigates the validation of the Mixture of Distributions Hypothesis (MDH) using trading volume and number of trades as contemporaneous proxies for information arrival in 15 sector indices of the Saudi Stock Exchange (Tadawul) using the TGARCH model. Findings provide strong evidence...

Persistent link: https://www.econbiz.de/10012973522

Forecasting volatility of Saudi stock market (TASI) and sectoral indices

Kumaran, Sunitha - In: Afro-Asian Journal of Finance and Accounting : AAJFA 13 (2023) 6, pp. 819-842

Persistent link: https://www.econbiz.de/10014434354

Directional spillovers from the US and the Saudi market to equities in the Gulf Cooperation Council countries

Awartani, Basel; Maghyereh, Aktham I.; Al Shiab, Mohammad - In: Journal of international financial markets, … 27 (2013), pp. 224-242

Persistent link: https://www.econbiz.de/10010411742

Information transmission between the Gulf equity markets of Saudi Arabia and Bahrain

Abraham, Abraham; Seyyed, Fazal J. - In: Research in international business and finance 20 (2006) 3, pp. 276-285

Persistent link: https://www.econbiz.de/10003377098

Market interactions in gold and stock markets : evidences from Saudi Arabia

Afsal, E. M.; Haque, Mohammad Imdadul - In: International journal of economics and financial issues … 6 (2016) 3, pp. 1025-1034

Persistent link: https://www.econbiz.de/10011697567