Browsing by Author "Spagnolo, Fabio"

Now showing items 1-4 of 4

    • 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 ...

    • Spillovers between food and energy prices and structural breaks 

      Al-Maadid, Alanoud; Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola ( Elsevier B.V. , 2017 , Article)
      This paper estimates a bivariate VAR-GARCH(1,1) model to examine linkages between food and energy prices. The adopted framework is suitable to analyse both mean and volatility spillovers, and also allows for possible ...

    • Stock Prices and Crude Oil Shocks: The Case of GCC Countries 

      Al-maadid, Alanoud; Spagnolo, Nicola; Spagnolo, Fabio ( Hamad bin Khalifa University Press (HBKU Press) , 2016 , Conference Paper)
      Qatar and other Middle Eastern countries stock market are influenced by oil prices. The goal of this paper is to compare how stock prices in the GCC are affected by shocks in oil prices and comparing the results with other ...