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Oil prices and stock returns : nonlinear links across sectors
Pinho, Carlos; Madaleno, Mara - In: Portuguese economic journal 15 (2016) 2, pp. 78-97
Persistent link: https://www.econbiz.de/10011556449
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Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables
Naifar, Nader; Mohammed Saleh Al Dohaiman - In: International review of economics & finance : IREF 27 (2013), pp. 416-431
Persistent link: https://www.econbiz.de/10009740784
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Oil prices and chinese stock market : nonlinear causality and volatility persistence
Wen, Fenghua; Xiao, Jihong; Xia, Xiaohua; Chen, Bin; … - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 6, pp. 1247-1263
Persistent link: https://www.econbiz.de/10012210710
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Oil price shocks and stock returns nexus for Malaysia : fresh evidence from nonlinear ARDL test
Al-hajj, Ekhlas; Al-Mulali, Usama; Solarin Sakiru Adebola - In: Energy reports 4 (2018), pp. 624-637
In this research, we examined whether appreciation and depreciation in oil price, interest rate, exchange rate, industrial production, and inflation have the same effects on the stock market returns by using nonlinear autoregressive distributed lag (nonlinear ARDL). All nine economic sectors and...
Persistent link: https://www.econbiz.de/10011959478
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Do financial crises matter for nonlinear exchange rate and stock market cointegration? : a heterogeneous nonlinear panel data model with PMG approach
Tabash, Mosab I.; Sheikh, Umaid A.; Matar, Ali; Ahmed, Adel - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-22
the conventional symmetrical panel ARDL (PARDL) model was not able to formulate long-run cointegration between currency …. However, asymmetrical cointegration was established between the currency values and stock market indexes for the pre … recessionary period and the overall sampling time frame by utilizing the panel-based NARDL framework (PNARDL). The study suggests …
Persistent link: https://www.econbiz.de/10013545812
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Oil prices and GCC stock markets : new evidence from smooth transition models
Cheikh, Nidhaleddine Ben; Ben Naceur, Samy; Kanaan, … - 2018
Our paper examines the effect of oil price changes on Gulf Cooperation Council (GCC) stock markets using nonlinear smooth transition regression (STR) models. Contrary to conventional wisdom, our empirical results reveal that GCC stock markets do not have similar sensitivities to oil price...
Persistent link: https://www.econbiz.de/10011859438
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Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming; Yu, Dongwei; Hau, Liya; Wu, Hao; Ye, Fangyu - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
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On the influence of oil prices on stock markets : evidence from panel analysis in GCC countries
Arouri, Mohamed; Rault, Christophe - 2009
This paper implements recent bootstrap panel cointegration techniques and Seemingly Unrelated regression (SUR) methods … stock prices, except in Saudi Arabia. -- GCC stock markets ; oil prices ; panel cointegration analysis … October 2008, and from January 1996 to December 2007, our investigation shows that there is evidence for cointegration of oil …
Persistent link: https://www.econbiz.de/10003854428
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Oil prices and stock markets : what drives what in the gulf corporation council countries?
Arouri, Mohamed; Rault, Christophe - 2010
implements the panel-data approach of Kónya (2006), which is based on SUR systems and Wald tests with country-specific bootstrap …
Persistent link: https://www.econbiz.de/10003937088
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Oil prices and stock markets in GCC countries : empirical evidence from panel analysis
Arouri, Mohamed; Rault, Christophe - In: International journal of finance & economics : IJFE 17 (2012) 3, pp. 242-253
Persistent link: https://www.econbiz.de/10009615687