Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models

Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models
Our paper examines the effect of oil price changes on Gulf Cooperation Council (GCC) stock markets using nonlinear smooth transition regression (STR) models. Contrary to conventional wisdom, our empirical results reveal that GCC stock markets do not have similar sensitivities to oil price changes. We document the presence of stock market returns... READ MORE...

Publication date: May 2018
ISBN 9781484353622
$18.00

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