Jouini, Jamel - In: Economic Modelling 31 (2013) C, pp. 80-86
global factors, including oil price, MSCI (Morgan Stanley Capital International) world index and US interest rate. Unlike …-country dependence and unknown regime-shifts in order to examine the sensitivity of GCC stock markets to movements of global factors. Our … interest when there is dependence between countries, and indicate that the global factors have predictability effect on most …