Behavior of GCC stock markets and impacts of US oil and financial markets
By Shawkat Hammoudeh, Kyongwook Choi. 2006
205 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/8d23805eee6f26af25dcdee1634fedecd9cf2292
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Duc Khuong Nguyen
- Walid Mensi
- Mohamed Arouri
- George Filis
- Shawkat Hammoudeh
- Amine Lahiani
- Perry Sadorsky
- Stavros Degiannakis *
Citations in the corpus
- Systematic risk, and oil price and exchange rate sensitivities in Asia-Pacific stock markets (2007, background): “In other geographical areas, Hammoudeh and Choi (2006) examined the long-run relationship among the Gulf’s Arab (GCC) stock markets in the presence of the US oil market, the S&P 500 index and the US Treasury bill rate.”
- Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold (2013, result): “However, the obtained result contradicts Hammoudeh and Choi (2006)’s study, which found that changes in oil prices have no significant impact on equity indices.”
- Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries? (2010, background): “More recently, Hammoudeh and Choi (2006) have examined the long-term relationship among the GCC stock markets in the presence of the US oil market, the S&P500 index and the US Treasury bill rate.”
- Return and volatility transmission between world oil prices and stock markets of the GCC countries (2011, background): “Hammoudeh and Choi (2006) examine the long-run relationship among the GCC stock markets in the presence of the US oil market, the S&P 500 index and the US Treasury bill rate.”