Oil prices and stock markets in GCC countries: empirical evidence from panel analysis
MEH Arouri, C Rault - International Journal of Finance & …, 2012 - Wiley Online Library
In this paper, we examine long‐run links between oil prices and stock markets in Gulf
Cooperation Council (GCC) using recent bootstrap panel cointegration techniques and …
Cooperation Council (GCC) using recent bootstrap panel cointegration techniques and …
Spillovers and connectedness between Chinese and ASEAN stock markets during bearish and bullish market statuses
Purpose This study aims to examine the tail connectedness between the Chinese and
Association of Southeast Asian Nations (ASEAN) stock markets. More specifically, the …
Association of Southeast Asian Nations (ASEAN) stock markets. More specifically, the …
Calendar anomalies in the Gulf Cooperation Council stock markets
We examine calendar anomalies in Gulf Cooperation Council (GCC) stock markets and
document a Friday-type effect that occurs on the last trading day of the week and which we …
document a Friday-type effect that occurs on the last trading day of the week and which we …
Are the regional Gulf stock markets weak-form efficient as single stock markets and as a regional stock market?
The purpose of this article is to examine the efficiency of the Gulf Cooperation Council
(GCC) stock markets of Saudi Arabia, the United Arab Emirates, Kuwait, Oman, Qatar, and …
(GCC) stock markets of Saudi Arabia, the United Arab Emirates, Kuwait, Oman, Qatar, and …
Inter-and intra-regional stock market relations for the GCC bloc
This paper examines the patterns of information transmission for equity markets in the seven
Gulf Cooperation Council countries over the period from 2004 to 2019. Using weekly data …
Gulf Cooperation Council countries over the period from 2004 to 2019. Using weekly data …
Directional spillovers from the US and the Saudi market to equities in the Gulf Cooperation Council countries
The paper investigates returns and returns volatility spillovers from the US and the Saudi
market to equity markets in the Gulf Cooperation Council countries. A clear jump in net …
market to equity markets in the Gulf Cooperation Council countries. A clear jump in net …
[HTML][HTML] The GCC's regional roller coaster: Do regional factors affect stock market dynamics in the GCC Region? Evidence from non-parametric quantile regression
This paper investigates the impact of regional factors on Islamic and conventional stock
returns in the member countries of the Gulf Cooperation Council (GCC) from April 2011 to …
returns in the member countries of the Gulf Cooperation Council (GCC) from April 2011 to …
The Impact of the Ukrainian Crisis and Global Shocks on Stock Market Connectedness in Sub-Saharan Africa: Evidence from Diebold and Yilmaz (2012) Spillover …
A Jreisat - … Journal of Sustainable Development & Planning, 2023 - search.ebscohost.com
This study assesses the dynamic interconnectedness and transference of effects among
burgeoning stock exchanges in Sub-Saharan Africa and between African and developed …
burgeoning stock exchanges in Sub-Saharan Africa and between African and developed …
Dependence patterns across Gulf Arab stock markets: A copula approach
Underpinned by rising hydrocarbon revenues, the stock markets of the six GCC (Gulf
Cooperation Council) countries have demonstrated significant integration over the past …
Cooperation Council) countries have demonstrated significant integration over the past …
Sectoral equity returns and portfolio diversification opportunities across the GCC region
We examine the spillover effects of local and global shocks on Gulf Cooperation Council
(GCC)-wide sector equity returns. We find the GCC-wide sector returns have asynchronous …
(GCC)-wide sector equity returns. We find the GCC-wide sector returns have asynchronous …