US energy policies and variance in the GCC stock markets
We investigate the impact of bills about energy policy, introduced and discussed in the US Congress, on the conditional variance process of the five largest Gulf Cooperation Council (GCC) stock markets. Using an augmented asymmetric Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) m...
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2013
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| Online Access: | http://hdl.handle.net/10725/4950 http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php http://onlinelibrary.wiley.com/doi/10.1111/j.1753-0237.2012.00230.x/full |
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