Oil price and stock market returns uncertainties and private investment in Saudi Arabia
The private sector plays a crucial role in the economy. This paper constructs an empirical model for the sector in Saudi Arabia. It incorporates oil price uncertainty as well as stock market returns volatility to predict the sector. It estimates the GARCH (generalized autoregressive conditional het...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Islam Indonesia
2020-10-01
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| Series: | Economic Journal of Emerging Markets |
| Subjects: | |
| Online Access: | http://uiistage.openjournaltheme.com/3310/index.php/JEP/article/view/14820 |