Political tension and stock markets in the Arabian Peninsula

This note investigates the effects of the recent political tensions in the Arabian peninsula on the linkages between the stock markets of the leading Gulf Cooperation Council countries by estimating a VAR‐GARCH(1,1) model at a weekly frequency. The results indicate that the June 2017 crisis lowered...

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Bibliographic Details
Published in:International journal of finance and economics 2021-01, Vol.26 (1), p.679-683
Main Authors: Al‐Maadid, Alanoud, Maria Caporale, Guglielmo, Spagnolo, Fabio, Spagnolo, Nicola
Format: Article
Language:English
Subjects:
Cooperation
GCC
multivariate GARCH
political tension
Securities markets
Stock exchanges
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