Return and volatility transmission between world oil prices and stock markets of the GCC countries
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- Arouri, Mohamed El Hedi & Lahiani, Amine & Nguyen, Duc Khuong, 2011. "Return and volatility transmission between world oil prices and stock markets of the GCC countries," Economic Modelling, Elsevier, vol. 28(4), pages 1815-1825, July.
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Keywords
GCC countries; Energy and environmental policy; Finance;Statistics
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