Political tension and stock markets in the Arabian Peninsula

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dc.contributor.authorAl-Maadid, Alanoud
dc.contributor.authorCaporale, Guglielmo
dc.contributor.authorSpagnolo, Fabio
dc.contributor.authorSpagnolo, Nicola
dc.date.accessioned2022-02-10T23:22:40Z
dc.date.available2022-02-10T23:22:40Z
dc.date.issued2020-01-03
dc.date.updated2020-12-27T07:40:42Z
dc.description.abstractThis 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 stock market returns and generally led to greater volatility spillovers within the region. This evidence supports the need for further financial integration and suggests fewer portfolio diversification opportunities for investors in the Gulf Cooperation Council region.en_AU
dc.description.sponsorshipThe first author would also like to thank Qatar University for financial support, Grant QUCP-CBE-2018-1.en_AU
dc.format.mimetypeapplication/pdfen_AU
dc.identifier.citationAl-Maadid A, Caporale GM, Spagnolo F, Spagnolo N. Political tension and stock markets in the Arabian peninsula. Int J Fin Econ. 2020;1–5. https://doi.org/10.1002/ijfe.1810en_AU
dc.identifier.issn1076-9307en_AU
dc.identifier.urihttp://hdl.handle.net/1885/260755
dc.language.isoen_AUen_AU
dc.provenanceThis is an open access article under the terms of the Creative Commons Attribution License, which permits use, distribution and reproduction in any medium, provided the original work is properly cited.en_AU
dc.publisherJohn Wiley & Sons Inc.en_AU
dc.rights© 2020 The Authorsen_AU
dc.rights.licenseCreative Commons Attribution Licenseen_AU
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/en_AU
dc.sourceInternational Journal of Finance and Economicsen_AU
dc.subjectGCCen_AU
dc.subjectmultivariate GARCHen_AU
dc.subjectpolitical tensionen_AU
dc.titlePolitical tension and stock markets in the Arabian Peninsulaen_AU
dc.typeJournal articleen_AU
dcterms.accessRightsOpen Accessen_AU
dcterms.dateAccepted2019-10-04
local.bibliographicCitation.issue1en_AU
local.bibliographicCitation.lastpage683en_AU
local.bibliographicCitation.startpage679en_AU
local.contributor.affiliationAl-Maadid, Alanoud, Qatar Universityen_AU
local.contributor.affiliationCaporale, Guglielmo, Brunel University Londonen_AU
local.contributor.affiliationSpagnolo, Fabio, Brunel University Londonen_AU
local.contributor.affiliationSpagnolo, Nicola, College of Asia and the Pacific, ANUen_AU
local.contributor.authoremailrepository.admin@anu.edu.auen_AU
local.contributor.authoruidSpagnolo, Nicola, t1803en_AU
local.description.notesImported from ARIESen_AU
local.identifier.absfor150200 - BANKING, FINANCE AND INVESTMENTen_AU
local.identifier.ariespublicationu6269649xPUB815en_AU
local.identifier.citationvolume26en_AU
local.identifier.doi10.1002/ijfe.1810en_AU
local.identifier.scopusID2-s2.0-85077841423
local.identifier.uidSubmittedByu6269649en_AU
local.publisher.urlhttps://onlinelibrary.wiley.com/en_AU
local.type.statusPublished Versionen_AU

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