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AuthorAl Refai, Hisham
AuthorZeitun, Rami
AuthorEissa, Mohamed Abdel Aziz
Available date2023-01-17T06:57:07Z
Publication Date2022
Publication NameFinance Research Letters
ResourceScopus
URIhttp://dx.doi.org/10.1016/j.frl.2021.102130
URIhttp://hdl.handle.net/10576/38489
AbstractThis 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, the GCC markets responded to positive and negative oil price shocks before and during the pandemic, with impacts of higher magnitude since March 11, 2020. We also find that the spread of global COVID-19 cases had in itself no meaningful impact on the GCC stock markets. 2021 Elsevier Inc.
Languageen
PublisherElsevier
SubjectCOVID-19
GCC stock markets
Global health crisis
Kalman filter
Oil price shocks
TitleImpact of global health crisis and oil price shocks on stock markets in the GCC
TypeArticle
Volume Number45
dc.accessType Abstract Only


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