Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns-Reference-Cited by-同舟云学术

Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns

Published:2020-12 Issue: Volume:68 Page:239-249
ISSN:0313-5926
Container-title:Economic Analysis and Policy
language:en
Short-container-title:Economic Analysis and Policy

Author:

Alqahtani Abdullah,Bouri Elie,Vo Xuan Vinh

Publisher

Elsevier BV

Subject

Economics and Econometrics,Economics, Econometrics and Finance (miscellaneous)

Reference57 articles.

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2. Geopolitical risks and the oil-stock nexus over 1899-2016;Antonakakis;Finance Res. Lett.,2017

3. Does geopolitical risks predict stock returns and volatility of leading defense companies? Evidence from a nonparametric approach;Apergis;Def. Peace Econ.,2018

4. Oil prices and stock markets in GCC countries: empirical evidence from panel analysis;Arouri;Int. J. Finance Econ.,2012

5. Geopolitical risks and stock market dynamics of the BRICS;Balcilar;Econ. Syst.,2018

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