Tabash, Mosab I.; Issa, Suzan Sameer; Mansour, Marwan; … - In: Risks : open access journal 13 (2025) 3, pp. 1-57
This study endeavors to explore the shock-transmission mechanism between Trade Policy Uncertainty (TPU) and the volatility inherent in the Gulf Cooperation Council (GCC) Islamic stock markets by employing the novel Quantile Vector Auto Regression (QVAR) with "Extended Joint" and "Frequency"...