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- W23829743 abstract "ABSTRACT Using linear and nonlinear models, this paper investigates the responses of stock markets in GCC countries to oil price shocks. Our findings show that stock market returns significantly react to oil price changes in Qatar, Oman, Saudi Arabia and UAE. In addition, we establish that the relationships between oil prices and stock markets in these countries are nonlinear and switching according to the oil price values. However, for Bahrain and Kuwait we found that oil price changes do not affect stock market returns." @default.
- W23829743 created "2016-06-24" @default.
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- W23829743 date "2010-10-01" @default.
- W23829743 modified "2023-09-26" @default.
- W23829743 title "More on the Impact of Oil Price Shocks on Stock Market Returns: The Case of GCC Countries" @default.
- W23829743 doi "https://doi.org/10.15173/esr.v17i2.525" @default.
- W23829743 hasPublicationYear "2010" @default.
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