How do oil prices affect stock returns in GCC markets? An asymmetric cointegration approach

Document type :
Journal articles
Liste complète des métadonnées

https://hal-rbs.archives-ouvertes.fr/hal-00822133
Contributor : Sandrine Palmer <>
Submitted on : Tuesday, May 14, 2013 - 10:50:15 AM
Last modification on : Friday, April 19, 2019 - 2:54:19 PM

Identifiers

  • HAL Id : hal-00822133, version 1

Collections

Citation

Mohamed El Hedi Arouri, Julien Fouquau. How do oil prices affect stock returns in GCC markets? An asymmetric cointegration approach. Bankers Markets & Investors : an academic & professional review, Groupe Banque, 2011, pp 5-16. ⟨hal-00822133⟩

Share

Metrics

Record views

260