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Oil Prices and GCC Stock Markets: New Evidence from Vector Smooth Transition Models

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  • NIDHALEDDINE BEN CHEIKH
  • SAMI BEN NACEUR
  • OUSSAMA KANAAN
  • Christophe RAULT

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  • NIDHALEDDINE BEN CHEIKH & SAMI BEN NACEUR & OUSSAMA KANAAN & Christophe RAULT, 2019. "Oil Prices and GCC Stock Markets: New Evidence from Vector Smooth Transition Models," LEO Working Papers / DR LEO 2697, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    • Handle: RePEc:leo:wpaper:2697
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    Cited by:

    1. Enwereuzoh, Precious Adaku & Odei-Mensah, Jones & Owusu Junior, Peterson, 2021. "Crude oil shocks and African stock markets," Research in International Business and Finance, Elsevier, vol. 55(C).

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    Keywords

    ; GCC stock markets; oil prices; smooth transition regression models;
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