Browsing by Author "Maria Caporale, Guglielmo"

Now showing items 1-2 of 2

    • The impact of business and political news on the GCC stock markets 

      Al-Maadid, Alanoud; MariaCaporale, Guglielmo; Spagnolo, Fabio; Spagnolobc, Nicola ( Elsevier , 2020 , Article)
      This paper investigates the impact of business and political news on stock market returns in the Gulf Cooperation Council (GCC) countries. For this purpose, it employs a Markov switching model including a separate index ...

    • Political tension and stock markets in the Arabian Peninsula 

      Al-Maadid, Alanoud; Maria Caporale, Guglielmo; Spagnolo, Fabio; Spagnolo, Nicola ( John Wiley and Sons Ltd , 2021 , Article)
      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 ...