Search
Now showing items 1-4 of 4
Impact of global health crisis and oil price shocks on stock markets in the GCC
(
Elsevier
, 2022 , Article)
This study examines the impact of global COVID-19 cases and oil price shocks on the stock markets in the GCC. Using the Kalman filter to generate the unexpected oil price shocks, we find that, with the exception of Oman, ...
Systemic risk spillover across global and country stock markets during the COVID-19 pandemic
(
Elsevier
, 2021 , Article)
Uncovering the tail risk spillover among global financial markets helps provide a more comprehensive understanding of the information transmission in extreme market conditions such as the COVID-19 outbreak. In this paper, ...
Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak
(
Elsevier
, 2021 , Article)
In this study, we examine oil price extreme tail risk spillover to individual Gulf Cooperation Council (GCC) stock markets and quantify this spillover's shift before and during the COVID-19 pandemic. A dynamic conditional ...
On the safe-haven and hedging properties of Bitcoin: new evidence from COVID-19 pandemic
(
Emerald Publishing
, 2022 , Article)
Purpose: This study aims to investigate the safe-haven and hedging properties of Bitcoin against a wide variety of conventional assets before and during the coronavirus disease 2019 (COVID-19) pandemic. Design/methodolog ...