تصفح Finance & Economics حسب المؤلف "Maria Caporale, Guglielmo"
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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 ... -
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 ...