The GCC's regional roller coaster: Do regional factors affect stock market dynamics in the GCC Region? Evidence from non-parametric quantile regression

The GCC's regional roller coaster: Do regional factors affect stock market dynamics in the GCC Region? Evidence from non-parametric quantile regression

This paper investigates the impact of regional factors on Islamic and conventional stock returns in the member countries of the Gulf Cooperation Council (GCC) from April 2011 to April 2021. This paper employs the quantile regression method to determine the effect of regional factors on GCC markets d...

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Bibliographic Details
Main Authors: Amal Essayem, Sakir Gormus, Murat Guven
Format: Article
Language:English
Published: Elsevier 2023-03-01
Series:Borsa Istanbul Review
Subjects:
C21
C58
F36
F51
G10
H56
Online Access:http://www.sciencedirect.com/science/article/pii/S221484502200120X

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