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Cojumps in stock prices: Empirical evidence

✍ Scribed by Gilder, Dudley; Shackleton, Mark B.; Taylor, Stephen J.

Book ID
121503459
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
841 KB
Volume
40
Category
Article
ISSN
0378-4266

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πŸ“œ SIMILAR VOLUMES

OIL PRICES AND STOCK MARKETS IN GCC COUN
OIL PRICES AND STOCK MARKETS IN GCC COUNTRIES: EMPIRICAL EVIDENCE FROM PANEL ANALYSIS
✍ Mohamed El Hedi Arouri; Christophe Rault πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 911 KB

## ABSTRACT In this paper, we examine long‐run links between oil prices and stock markets in Gulf Cooperation Council (GCC) using recent bootstrap panel cointegration techniques and seemingly unrelated regression (SUR) methods. Since GCC countries are major world energy market players, their stock