Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models
May 9, 2018
Preview Citation
Format: Chicago
Disclaimer: IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.
Summary
Subject: Asset prices, Commodities, Financial institutions, Financial markets, Oil, Oil prices, Prices, Stock markets, Stocks
Keywords: Asset prices, Correlation coefficient, GCC country, GCC stock markets, GCC stock price volatility, Global, Hedging strategy, Oil, Oil price change, Oil prices, Smooth transition regression models, Stock markets, Stocks, WP
Publication Details
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Pages:
35
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2018/098
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Stock No:
WPIEA2018098
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ISBN:
9781484353622
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ISSN:
1018-5941