Abouwafia, Hashem E.; Chambers, Marcus J. - In: International Review of Financial Analysis 37 (2015) C, pp. 14-28
A structural vector autoregressive model is employed to investigate the impact of monetary policy and real exchange rate shocks on the stock market performance of Kuwait, Oman, Saudi Arabia, Egypt and Jordan. In order to identify the structural shocks both short run and long run restrictions are...