Global and Regional Spillovers to GCC Equity Markets
Download full text from publisher
References listed on IDEAS
- Engle, Robert F. & Kroner, Kenneth F., 1995. "Multivariate Simultaneous Generalized ARCH," Econometric Theory, Cambridge University Press, vol. 11(01), pages 122-150, February.
- Abraham Abraham, 2002. "Testing the Random Walk Behavior and Efficiency of the Gulf Stock Markets," The Financial Review, Eastern Finance Association, vol. 37(3), pages 469-480, August.
- Nadeem Ilahi & Riham Shendy, 2008. "Do the Gulf Oil-Producing Countries Influence Regional Growth? The Impact of Financial and Remittance Flows," IMF Working Papers 08/167, International Monetary Fund.
- Basher, Syed A. & Sadorsky, Perry, 2006. "Oil price risk and emerging stock markets," Global Finance Journal, Elsevier, pages 224-251.
- Ibrahim A. Onour, 2007. "Impact of oil price volatility on Gulf Cooperation Council stock markets' return," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 31(3), pages 171-189, September.
- Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael, 2009.
"Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets,"
The Quarterly Review of Economics and Finance,
Elsevier, pages 829-842.
- Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J., 2008. "Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets," Econometric Institute Research Papers EI 2008-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Robert Engle, 2001. "GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 157-168, Fall.
- Nandha, Mohan & Faff, Robert, 2008. "Does oil move equity prices? A global view," Energy Economics, Elsevier, vol. 30(3), pages 986-997, May.
- Heiko Hesse & Tigran Poghosyan, 2009. "Oil Prices and Bank Profitability; Evidence From Major Oil-Exporting Countries in the Middle East and North Africa," IMF Working Papers 09/220, International Monetary Fund.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Rahman, M. Arifur & Chowdhury, Shah Saeed Hassan & Shibley Sadique, M., 2015. "Herding where retail investors dominate trading: The case of Saudi Arabia," The Quarterly Review of Economics and Finance, Elsevier, vol. 57(C), pages 46-60.
- International Monetary Fund, 2012. "United Arab Emirates; Selected Issues and Statistical Appendix," IMF Staff Country Reports 12/136, International Monetary Fund.
- Aloui, Chaker & Hkiri, Besma, 2014. "Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis," Economic Modelling, Elsevier, vol. 36(C), pages 421-431.
- Alotaibi, Abdullah R. & Mishra, Anil V., 2015.
"Global and regional volatility spillovers to GCC stock markets,"
Elsevier, vol. 45(C), pages 38-49.
- Alotaibi, Abdullah R & Mishra, Anil V, 2015. "Global and Regional Volatility Spillovers to GCC Stock Markets," MPRA Paper 61101, University Library of Munich, Germany.
- Hertog, Steffen, 2013. "The private sector and reform in the Gulf Cooperation Council," LSE Research Online Documents on Economics 54398, London School of Economics and Political Science, LSE Library.
- Naifar, Nader & Al Dohaiman, Mohammed Saleh, 2013. "Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 416-431.
- Köksal, Bülent & Orhan, Mehmet, 2012. "Market risk of developed and developing countries during the global financial crisis," MPRA Paper 37523, University Library of Munich, Germany.
More about this item
KeywordsFinancial integration; Economic integration; Spillovers; Stock markets; GCC; contagion; equity markets; stock market; market capitalization; foreign participation; Financial Aspects of Economic Integration; Financial Markets and the Macroeconomy;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-07-21 (All new papers)
- NEP-ARA-2011-07-21 (MENA - Middle East & North Africa)
- NEP-IFN-2011-07-21 (International Finance)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:imf:imfwpa:11/138. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jim Beardow) or (Hassan Zaidi). General contact details of provider: http://edirc.repec.org/data/imfffus.html .