Do gulf stock markets share time varying connectedness-Reference-Cited by-同舟云学术

Do gulf stock markets share time varying connectedness

Published:2022-12-29 Issue: Volume: Page:1-19
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Saeed Tareq¹^ORCID,Nautiyal Neeraj²^ORCID,Rehman Mobeen Ur³,Alsulami Hamed Hamdan¹,Alhothuali Mohammad S.¹

Affiliation:

1. Nonlinear Analysis and Applied Mathematics (NAAM)-Research Group, Department of Mathematics, Faculty of Science, King Abdulaziz University, Jeddah, Saudi Arabia

2. Faculty of Business, Sohar University, Sohar, Oman

3. Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST), Islamabad, Pakistan

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2022.2140119

Reference68 articles.

1. The impact of crude oil price on Islamic stock indices of South East Asian countries: Evidence from MGARCH-DCC and wavelet approaches

2. Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak

3. Using wavelets to decompose the time–frequency effects of monetary policy

4. Risk, return and mean-variance efficiency of Islamic and non-Islamic stocks: evidence from a unique Malaysian data set

5. Co-movement of oil and stock prices in the GCC region: A wavelet analysis

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