Browsing by Author "Spagnolobc, Nicola"
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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 ...