Showing 1 - 10 of 52
Persistent link: https://www.econbiz.de/10013553757
Persistent link: https://www.econbiz.de/10003800814
Persistent link: https://www.econbiz.de/10002076231
Persistent link: https://www.econbiz.de/10009779302
Persistent link: https://www.econbiz.de/10003832536
Persistent link: https://www.econbiz.de/10003846853
Persistent link: https://www.econbiz.de/10001615079
Persistent link: https://www.econbiz.de/10001741273
Persistent link: https://www.econbiz.de/10001694049
This paper investigates the impact of business and political news on stock market returns in the Gulf Cooperation Council (GCC) countries. For this purpose, it employs a Markov switching model including a separate index for each of the two categories of news considered. The results indicate the...
Persistent link: https://www.econbiz.de/10012892232