Purpose: This paper aims to investigate the transmission of international oil prices to the stock market indices of the Gulf Cooperation Council (GCC) countries over the weekly period from April 07, 2004, to August 15, 2018. Design/methodology/approach: The authors use the augmented...

Purpose: The purpose of this paper is to explore the effect of oil price shocks on the US Consumer Price Index over the monthly period from 1876:01 to 2014:04. Design/methodology/approach: The author uses the Bai and Perron (2003) structural break test to split the data sample into sub-periods...