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Decomposing fundamental and non-fundamental volatility in GCC stock markets
Onour, Ibrahim A. - In: International journal of monetary economics and finance 3 (2010) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10003972057
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Exploring stability of systematic risk : sectoral portfolio analysis
Onour, Ibrahim A. - 2010
Persistent link: https://www.econbiz.de/10008778247
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Exploring stability of systematic risk : sectoral portolio analysis
Onour, Ibrahim A. - 2010
Persistent link: https://www.econbiz.de/10009413131
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Extreme risk and fat-tails distribution model : empirical analysis
Onour, Ibrahim A. - 2009
Persistent link: https://www.econbiz.de/10009413154
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Crude oil price and stock markets in major oil-exporting countries : evidence of decoupling feature
Onour, Ibrahim A. - In: International journal of monetary economics and finance 5 (2012) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10009519701
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GCC stock markets: How risky are they?
Onour, Ibrahim A.; Sergi, Bruno S. - In: International Journal of Monetary Economics and Finance 3 (2010) 4, pp. 330-337
Council (GCC) countries, including Saudi, Kuwait, Dubai and Abu-Dhabi markets. The results in the paper indicate that Saudi …
Persistent link: https://www.econbiz.de/10009352486
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Decomposing fundamental and non-fundamental volatility in GCC stock markets
Onour, Ibrahim A. - In: International Journal of Monetary Economics and Finance 3 (2010) 1, pp. 1-12
Given the change in oil price reflects change in observable economic fundamentals of Gulf Co-operation Council (GCC) economies, in this paper non-parametric co-integration and variance bound tests are employed to decompose volatility into fundamental and non-fundamental components. Findings of...
Persistent link: https://www.econbiz.de/10008592730
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Crude oil price and stock markets in major oil-exporting countries: evidence of decoupling feature
Onour, Ibrahim A. - In: International Journal of Monetary Economics and Finance 5 (2012) 1, pp. 1-10
-exporting countries including Saudi Arabia, United Arab Emirates (UAE) and Kuwait. The results of the paper show the evidence of common …
Persistent link: https://www.econbiz.de/10010669718
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Decomposing fundamental and non-fundamental volatility in GCC stock markets
Onour, Ibrahim A. - In: International Journal of Monetary Economics and Finance 3 (2010) 1, pp. 1-12
Given the change in oil price reflects change in observable economic fundamentals of Gulf Co-operation Council (GCC) economies, in this paper non-parametric co-integration and variance bound tests are employed to decompose volatility into fundamental and non-fundamental components. Findings of...
Persistent link: https://www.econbiz.de/10008538652
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Financial integration of GCC capital markets: evidence of non-linear cointegration
Onour, Ibrahim A. - In: Afro-Asian Journal of Finance and Accounting 1 (2009) 3, pp. 251-265
indicated that there is bivariate non-linear cointegrating relationship linking the Kuwait stock market with each of Saudi and … as between the Muscat and the Kuwait stock markets. …
Persistent link: https://www.econbiz.de/10005048978