SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Gulf Cooperation Council (GCC) stock markets: The dawn of a new era
16 references·16 citing·26 second hopsampled
Gulf Cooperation Council (GCC) stock markets: The dawn of a new era (2006)Gulf Cooperation Council (GCC) stock mark…Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Investigating Causal Relation…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Estimation of Common Long-Mem…Introduction to Multiple Time Series Analysis (1993)Introduction to Multiple Time…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root? (1991)Testing the Null Hypothesis o…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Some recent development in a concept of causality (1988)Some recent development in a …Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Macroeconomics and Reality (1980)Macroeconomics and RealityDistribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Asymmetric relationship between green bonds and Sukuk markets: The role of global risk factors (2023)Asymmetric relationship betwe…Influence of COVID-19 pandemic on the tourism sector: evidence from China and United States stocks (2021)Influence of COVID-19 pandemi…Ownership concentration in the Gulf Cooperation Council (2020)Ownership concentration in th…Performance analysis of Islamic and conventional portfolios: The emerging markets case (2019)Performance analysis of Islam…On the effect of herding behavior on dependence structure between stock markets: Evidence from GCC countries (2018)On the effect of herding beha…Market risk disclosures and corporate governance structure: Evidence from GCC financial firms (2017)Market risk disclosures and c…Multiple directorships, family ownership and the board nomination committee: International evidence from the GCC (2016)Multiple directorships, famil…Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets (2016)Dynamic correlations and vola…Dependence patterns across Gulf Arab stock markets: A copula approach (2014)Dependence patterns across Gu…Sectoral equity returns and portfolio diversification opportunities across the GCC region (2013)Sectoral equity returns and p…Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries (2013)Directional spillovers from t…Idiosyncratic risk and expected returns in frontier markets: Evidence from GCC (2012)Idiosyncratic risk and expect…Global and regional co-movement of the MENA stock markets (2012)Global and regional co-moveme…Calendar anomalies in the Gulf Cooperation Council stock markets (2011)Calendar anomalies in the Gul…Are GCC stock markets predictable? (2011)Are GCC stock markets predict…Potential diversification benefits across global Islamic equity markets (2010)Potential diversification ben…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2010Investigating Causal Relations by Econometric Models and Cross-Spectral Methods4,760 cited
  • 1988Some recent development in a concept of causality2,982 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1993Introduction to Multiple Time Series Analysis1,912 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1991
Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?
1,589 cited
  • 1995Estimation of Common Long-Memory Components in Cointegrated Systems1,313 cited
  • Cited by

    • 2023Asymmetric relationship between green bonds and Sukuk markets: The role of global risk factors72 cited
    • 2011Calendar anomalies in the Gulf Cooperation Council stock markets68 cited
    • 2016Multiple directorships, family ownership and the board nomination committee: International evidence from the GCC64 cited
    • 2012Global and regional co-movement of the MENA stock markets63 cited
    • 2011Are GCC stock markets predictable?56 cited
    • 2013Sectoral equity returns and portfolio diversification opportunities across the GCC region51 cited
    • 2016Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets51 cited
    • 2013Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries46 cited
    • 2018On the effect of herding behavior on dependence structure between stock markets: Evidence from GCC countries43 cited
    • 2010Potential diversification benefits across global Islamic equity markets40 cited
    • 2021Influence of COVID-19 pandemic on the tourism sector: evidence from China and United States stocks40 cited
    • 2014Dependence patterns across Gulf Arab stock markets: A copula approach38 cited
    • 2017Market risk disclosures and corporate governance structure: Evidence from GCC financial firms37 cited
    • 2019Performance analysis of Islamic and conventional portfolios: The emerging markets case37 cited
    • 2012Idiosyncratic risk and expected returns in frontier markets: Evidence from GCC37 cited
    • 2020Ownership concentration in the Gulf Cooperation Council34 cited