The Impact of US Economic Policy Uncertainty Shock on GCC Stock Market Performance
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DOI: 10.1515/ajle-2019-0001
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Cited by:
- Abdullah Alqahtani & Julien Chevallier, 2020. "Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices," JRFM, MDPI, vol. 13(4), pages 1-17, April.
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More about this item
Keywords
EPU; GCC; Granger Causality Test; Vector Autoregression (VAR);All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
- F38 - International Economics - - International Finance - - - International Financial Policy: Financial Transactions Tax; Capital Controls
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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