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Investigating the asymmetric impact of oil prices on GCC stock markets
Cheikh, Nidhaleddine Ben; Ben Naceur, Samy; Kanaan, … - In: Economic modelling 102 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012797341
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Effects of the COVID-19 pandemic on the US stock market and uncertainty : a comparative assessment between the first and second waves
Yousfi, Mohamed; Zaied, Younes Ben; Cheikh, Nidhaleddine Ben - In: Technological forecasting & social change : an … 167 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012801724
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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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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/10011852573
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Investigating the asymmetric impact of oil prices on GCC stock markets
Cheikh, Nidhaleddine Ben; Ben Naceur, Samy; Kanaan, … - 2020
This paper investigates the presence of asymmetric relationship between oil price movements and Gulf Cooperation Council (GCC) stock markets. We propose the implementation of nonlinear vector smooth transition regression (VSTR) models which offer a greater flexibility when modelling the possible...
Persistent link: https://www.econbiz.de/10012314956
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Global pandemic crisis and risk contagion in GCC stock markets
Cheikh, Nidhaleddine Ben; Zaied, Younes Ben; Saidi, Sana; … - In: Journal of economic behavior & organization : JEBO 202 (2022), pp. 746-761
Persistent link: https://www.econbiz.de/10013552463
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Investigating the Asymmetric Impact of Oil Prices on GCC Stock Markets
Ben Cheikh, Nidhaleddine; Ben Naceur, Sami; Kanaan, Oussama - 2021
This paper investigates the presence of asymmetric relationship between oil price movements and Gulf Cooperation Council (GCC) stock markets. We propose the implementation of nonlinear vector smooth transition regression (VSTR) models which offer a greater flexibility when modelling the possible...
Persistent link: https://www.econbiz.de/10013314986
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Oil Prices and GCC Stock Markets : New Evidence from Smooth Transition Models
Ben Cheikh, Nidhaleddine - 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/10012913874
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Oil Prices and GCC Stock Markets : New Evidence from Smooth Transition Models
Ben Cheikh, Nidhaleddine - 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/10012914946