Regime-Specific Spillover Effects Between Financial Stress, GCC Stock Markets, Brent Crude Oil, and the Gold Market
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Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s13132-024-02209-z.pdf
Reference69 articles.
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2. Aboura, S., & Van Roye, B. (2017). Financial stress and economic dynamics: The case of France. International Economics, 149, 57–73.
3. Adekoya, O. B., & Oliyide, J. A. (2020). The hedging effectiveness of industrial metals against different oil shocks: Evidence from the four newly developed oil shocks datasets. Resources Policy, 69, 101831.
4. Adekoya, O. B., Oliyide, J. A., & Oduyemi, G. O. (2021). How COVID-19 upturns the hedging potentials of gold against oil and stock markets risks: Nonlinear evidences through threshold regression and Markov-regime switching models. Resources Policy, 70, 101926.
5. Alfreedi, A. A. (2019). Shocks and volatility spillover between stock markets of developed countries and GCC stock markets. Journal of Taibah University for Science, 13(1), 112–120
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