Oil Dependency of GCC Stock Markets: Co-integration of GCC Stock Market Indices and Oil Price
نویسندگان
چکیده
منابع مشابه
Nonlinearity and Market Efficiency in Gcc Stock Markets
Significant prediction of asset prices is of a great importance in financial economics. When studying economic and financial phenomena, it is essential to correctly specify the model. If the true dynamics are nonlinear, using linear methods will probably be irrelevant in doing empirical analysis. Existence of nonlinearity in financial markets has been argued by numerous studies. The main object...
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ژورنال
عنوان ژورنال: International Journal of Business and Management
سال: 2016
ISSN: 1833-8119,1833-3850
DOI: 10.5539/ijbm.v12n1p188