THE EFFECT OF OIL PRICES ON STOCK MARKETS FROM A LONG TERM POINT OF VIEW: EMPIRICAL EVIDENCE FROM OIL EXPORTING GCC COUNTRIES AND OIL IMPORTING OECD COUNTRIES

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THE EFFECT OF OIL PRICES ON STOCK MARKETS FROM A LONG TERM POINT OF VIEW: EMPIRICAL EVIDENCE FROM OIL EXPORTING GCC COUNTRIES AND OIL IMPORTING OECD COUNTRIES

In this study, we analyse the effect of oil prices on stock returns using selected oil importing countries, that is, Germany, Netherlands and Japan and oil exporting countries of the GCC region. We use a GARCH (1,1) Model to ascertain this relationship and divide our selected period of 2005-2015 int...

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Bibliographic Details
Main Author:	Qadri, Muhammad Zaid
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2015
Online Access:	https://eprints.nottingham.ac.uk/30149/

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