 | Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models Author/Editor: Nidhaleddine Ben Cheikh, Sami Ben Naceur, Oussama Kanaan, Christophe Rault. Release Date:May, 2018 Our paper examines the effect of oil price changes on Gulf Cooperation Council (GCC) stock markets using nonlinear smooth transition regression (STR) models. Contrary to conventional wisdom, our more...
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