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Global and Regional Spillovers to GCC Equity Markets
13 references·2 citing·44 second hop
Global and Regional Spillovers to GCC Equity Markets (2011)Global and Regional Spillovers to GCC Equ…Oil Prices and Bank Profitability: Evidence from Major Oil-Exporting Countries in the Middle East and North Africa (2016)Oil Prices and Bank Profitabi…On the Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries (2009)On the Influence of Oil Price…Oil Prices and Bank Profitability: Evidence from Major Oil-Exporting Countries in the Middle East and North Africa (2009)Oil Prices and Bank Profitabi…Does oil move equity prices? A global view (2007)Does oil move equity prices? …Wild oil prices, but brave stock markets! The case of GCC stock markets (2006)Wild oil prices, but brave st…Oil price risk and emerging stock markets (2006)Oil price risk and emerging s…Testing the Random Walk Behavior and Efficiency of the Gulf Stock Markets (2002)Testing the Random Walk Behav…A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations (2002)A Multivariate Generalized Au…GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics (2001)GARCH 101: The Use of ARCH/GA…Contagion: monsoonal effects, spillovers and jumps between multiple equilibria (1999)Contagion: monsoonal effects,…Multivariate Simultaneous Generalized ARCH (1995)Multivariate Simultaneous Gen…Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia (1992)Efficiency and inefficiency i…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Modelling the Coherence in Sh…Forecasting Volatility: Evidence from the Saudi Stock Market (2018)Forecasting Volatility: Evide…The trading patterns and performance of individual vis-à-vis institutional investors in the Qatar Exchange (2014)The trading patterns and perf…Oil and the Macroeconomy since World War II (1983)Economic Forces and the Stock Market (1986)Oil and the Stock Markets (1996)Crude oil and stock markets: Stability, instability, and bubbles (2009)Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade (2010)On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness (2011)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Dynamic Conditional Correlation (2002)Modeling and Forecasting Realized Volatility (2003)Macroeconomics and Reality (1980)Oil price shocks and stock market activity (1999)Oil price and financial markets: Multivariate dynamic frequency analysis (2014)Revisiting the shock and volatility transmissions among GCC stock and oil markets: A further investigation (2014)Oil shocks and equity markets: The case of GCC and BRICS economies (2021)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Oil prices and the stock prices of alternative energy companies (2007)Oil prices, exchange rates and emerging stock markets (2011)Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management (2011)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Are Asian stock markets efficient? 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this work references cited by second hop

References

  • 1995Multivariate Simultaneous Generalized ARCH4,510 cited
  • 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
  • 2001GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics1,279 cited
  • 2002A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations1,205 cited
  • 2006Oil price risk and emerging stock markets932 cited
  • 2007Does oil move equity prices? A global view645 cited
  • 1992Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia223 cited
  • 2002Testing the Random Walk Behavior and Efficiency of the Gulf Stock Markets203 cited
  • 2006Wild oil prices, but brave stock markets! The case of GCC stock markets104 cited
  • 2016Oil Prices and Bank Profitability: Evidence from Major Oil-Exporting Countries in the Middle East and North Africa102 cited
  • 2009On the Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries68 cited
  • 1999Contagion: monsoonal effects, spillovers and jumps between multiple equilibria59 cited
  • 2009Oil Prices and Bank Profitability: Evidence from Major Oil-Exporting Countries in the Middle East and North Africa35 cited

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  • 2014The trading patterns and performance of individual vis-à-vis institutional investors in the Qatar Exchange

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21 cited
  • 2018Forecasting Volatility: Evidence from the Saudi Stock Market19 cited