Arouri, Mohamed; Rault, Christophe; Teulon, Frédéric - In: Economics Bulletin 34 (2014) 3, pp. 1822-1834
We contribute to the literature by studying the impact of economic policy uncertainty (EPU) from major net oil importers (USA, Europe and China) on Gulf Cooperation Council (GCC) stock markets. We use panel data methods to estimate different specifications. We find that (i) an increase in EPU...