Volatility connectedness of GCC stock markets: how global oil price volatility drives volatility spillover in GCC stock markets?

M Hussain, RU Rehman - Environmental Science and Pollution Research, 2023 - Springer
Abstracts The study investigated the volatility connectedness of GCC stock market return
and S&P global oil index returns using Diebold and Yilmaz method. The current study has …

[HTML][HTML] An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices

B Kapar, SM Billah, F Rana, F Balli - International Review of Economics & …, 2024 - Elsevier
We examine intra-regional patterns of return and volatility spillovers between economic
sectors of GCC over the period from 2007 to 2021 at different frequencies. First, we …

[HTML][HTML] Navigating the complexities of GCC real state markets: An analysis of interlinkages amidst shocks and oil effects

AH Fetais, AF Aysan, R Nagayev - Journal of Multinational Financial …, 2024 - Elsevier
The study investigates the interconnectedness of GCC real estate markets using wavelet
coherence analysis of daily data from 2013 to 2023 and analyzes the impact of various …

Navigating uncertainty: a study of the S&P GCC composite index's connectedness during times of crises

MM Alshater, R El Khoury, B Almansour - Journal of Islamic …, 2024 - emerald.com
Purpose This study aims to investigate the dynamics of return connectedness of the
Standard & Poor's (S&P) Gulf Cooperation Council (GCC) composite index with five regional …

The impact of absorbing productivity spillover on export ability: evidence from an emerging market

P Thi Bich Ngoc, P Dinh Long… - Cogent Economics & …, 2022 - Taylor & Francis
This paper examines spillover effects of foreign direct investment (FDI) through horizontal,
backward, and forward linkages, and how these spillovers are driven by the exporting ability …

The Qatari Real Estate Market Resilience, Integration, and Sustainable Development

AH Fetais - 2024 - search.proquest.com
The aim of this study is to analyze the dynamics of Qatar's real estate market and its
interconnectedness with other Gulf Cooperation Council (GCC) markets. It assesses the …