The effects of global factors on the Saudi Arabia equity market by firm size : Implications for risk management based on quantile analysis and frequency domain causality
Year of publication: |
2021
|
---|---|
Authors: | Alqahtani, Faisal ; Hamdi, Besma ; Hammoudeh, Shawkat |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 61.2021, p. 1-19
|
Subject: | Global factors | Oil price volatility | Equity markets | Quantile analysis | Frequency domain causality | Saudi-Arabien | Saudi Arabia | Aktienmarkt | Stock market | Volatilität | Volatility | Ölpreis | Oil price | Kausalanalyse | Causality analysis | Börsenkurs | Share price |
-
Hamdi, Besma, (2019)
-
How differently does oil price influence BRICS stock markets?
Bouoiyour, Jamal, (2016)
-
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar, (2018)
- More ...
-
Alqahtani, Faisal, (2021)
-
Bank ownership, institutional quality and financial stability : evidence from the GCC region
Boulanouar, Zakaria, (2021)
-
Hamdi, Besma, (2019)
- More ...