Search
Now showing items 1-2 of 2
Are Investors Concerned with Stock Market Upgrades? Evidence from Multivariate Framework Analysis
(
Routledge
, 2017 , Article)
This study aims to examine the return and volatility responses to the announcement of stock market upgrades. It measures the direct effects of the recent Morgan Stanley Capital International (MSCI) upgrade of the Qatar, ...
Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak
(
Elsevier
, 2021 , Article)
In this study, we examine oil price extreme tail risk spillover to individual Gulf Cooperation Council (GCC) stock markets and quantify this spillover's shift before and during the COVID-19 pandemic. A dynamic conditional ...