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Global and Regional Spillovers to GCC Equity Markets. (2011). Williams, Oral ; Sedik, Tahsin Saadi.
In: IMF Working Papers.
RePEc:imf:imfwpa:2011/138.

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  1. The role of oil as a determinant of stock market interdependence: The case of the USA and GCC. (2021). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G.
    In: Energy Economics.
    RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000074.

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  2. Inter- and intra-regional stock market relations for the GCC bloc. (2020). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310013.

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  3. The impact of corporate governance and political connections on information asymmetry: International evidence from banks in the Gulf Cooperation Council member countries. (2019). Tessema, Abiot.
    In: Journal of International Accounting, Auditing and Taxation.
    RePEc:eee:jiaata:v:35:y:2019:i:c:p:1-17.

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  4. Saudi’s Growth and Financial Spillovers to Other GCC Countries: An Empirical Analysis. (2018). Shahid, Sohaib ; Zhu, Ling ; Adedeji, Olumuyiwa S.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/278.

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  5. Forecasting Volatility: Evidence from the Saudi Stock Market. (2018). Kao, Robert ; al Rahahleh, Naseem.
    In: JRFM.
    RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:84-:d:186076.

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  6. Political Tension and Stock Markets in the Arabian Peninsula. (2018). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Al-Maadid, Alanoud.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7341.

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  7. Global and Regional Volatility Spillovers to GCC Stock Markets. (2015). Mishra, Anil ; Alotaibi, Abdullah R.
    In: MPRA Paper.
    RePEc:pra:mprapa:61101.

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  8. Herding where retail investors dominate trading: The case of Saudi Arabia. (2015). Chowdhury, Shah Saeed ; Sadique, Shibley M ; Hassan, Shah Saeed ; Rahman, Arifur M.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:57:y:2015:i:c:p:46-60.

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  9. Global and regional volatility spillovers to GCC stock markets. (2015). Mishra, Anil ; Alotaibi, Abdullah R..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:45:y:2015:i:c:p:38-49.

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  10. Weak Form Market Efficiency During the 2008 Financial Crisis: Evidence from the Muscat Securities Market. (2014). al Kharusi, Sami ; Weagley, Robert O..
    In: The International Journal of Business and Finance Research.
    RePEc:ibf:ijbfre:v:8:y:2014:i:4:p:27-42.

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  11. Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis. (2014). Aloui, Chaker ; Hkiri, Besma.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:36:y:2014:i:c:p:421-431.

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  12. The private sector and reform in the Gulf Cooperation Council. (2013). Hertog, Steffen .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:54398.

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  13. Nonlinear analysis among crude oil prices, stock markets return and macroeconomic variables. (2013). Naifar, Nader ; Al Dohaiman, Mohammed Saleh .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:27:y:2013:i:c:p:416-431.

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  14. Market risk of developed and developing countries during the global financial crisis. (2012). Köksal, Bülent ; Koksal, Bulent .
    In: MPRA Paper.
    RePEc:pra:mprapa:37523.

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  15. United Arab Emirates; Selected Issues and Statistical Appendix. (2012). International Monetary Fund, .
    In: IMF Staff Country Reports.
    RePEc:imf:imfscr:2012/136.

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References

References cited by this document

  1. Abraham, A., F.J. Seyyed, and S.A. Alsakran, (2002). Testing the Random Walk Behavior and Efficiency of the Gulf Stock Markets The Financial Review, Vol. 37, pp. 469 80.

  2. Basher, S. and P. Sadorsky (2006). Oil Price Risk and Emerging Stock Markets Global Finance Journal Vol. 17 pp. 224251 Bollerslev, T. (1990). Modeling the coherence in short-run nominal exchange rates: A multivariate generalized ARCH model. Review of Economics and Statistics 72: 498 Butler, K.C., and S.J. Malaikah, (1992). Testing the Random Walk Behavior and Efficiency of the Gulf Stock Markets, Journal of Banking and Finance Vol. 16 pp.197210. . El Hedi Arouri, M. and C. Rault (2010). On the Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries, Economic Research Forum, Working Paper No. 358.

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  7. Mansur, A. F. Delgado, and M. Hasan (2008). Stock Market Developments in GCC Countries. Palgrave Macmillan.
    Paper not yet in RePEc: Add citation now
  8. Masson, P. (1999), Contagion: Monsoonal Effects, Spillovers, and Jumps Between Multiple Equilibria, in P.R. Agenor, M. Miller, D. Vines and A Weber (eds), The Asian Financial Crisis: Causes, Contagion and Consequences, Cambridge University Press, Cambridge, UK.

  9. Nandha, M. and R. Faff (2008). Does Oil Move Equity Prices? A Global View Energy Economics Vol. 30 pp. 986997 Onour, I. (2007). Impact of oil price volatility on Gulf Cooperation Council stock markets' Return OPEC Review Vol. 31 pp. 171189.

  10. Poghosyan, T. and H. Heiko (2009). Oil Prices and Bank Profitability: Evidence from Major Oil-Exporting Countries in the Middle East and North Africa IMF Working Paper WP/09/220.

  11. Suliman, O. (2003). The Large Country Effect and Contagion in the Gulf Region: Empirical Evidence, Millersville University Working Paper 0328 Sun, T., and X. Zhang (2009). Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong King SAR: Evidence from Stock Markets. IMF Working Paper WP/09/166.
    Paper not yet in RePEc: Add citation now
  12. Tse, Y.K. and K.C. Tsui (2002). A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations Journal of Business and Economic Statistics, Vol. 20 No. 3 pp. 35162.

  13. Zarour, B. (2007). Wild Oil Prices, But Brave Stock Markets! The case of GCC Stock Markets Operational Research. An International Journal. Vol.6 No.2 pp. 14 2005 2006 2007 2008 2009 Bahrain 47 49 43 45 45 Kuwait 143 163 181 202 207 Oman 96 124 125 127 125 Qatar 31 36 40 42 44 Saudi Arabia 77 86 111 127 135 UAE 79 81 90 96 101 GCC 473 539 590 639 657 Source: World Bank Development Indicators.
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