Contagion effects of the U.S subprime crisis GCC stock markets
The Objectives of this study are twofold: first, it is to investigate whether contagion effect of U.S sub-prime crisis present among Gulf Cooperation Council (GCC) stock market; second, it is to evaluate the impact of U.S sub-prime crisis on the long-run and short-run dynamic relationships between...
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my.iium.irep.360702015-05-13T08:14:11Z http://irep.iium.edu.my/36070/ Contagion effects of the U.S subprime crisis GCC stock markets Hamid, Zarinah HB Economic Theory HF5469 Markets. Fairs The Objectives of this study are twofold: first, it is to investigate whether contagion effect of U.S sub-prime crisis present among Gulf Cooperation Council (GCC) stock market; second, it is to evaluate the impact of U.S sub-prime crisis on the long-run and short-run dynamic relationships between GCC stock markets and leading conventional and Islamic stock market around the globe, over the period from July 5, 2004 to August 14, 2010. Tests based on correlation coefficients indicate that contagion from the US sub-prime crisis occurred in Saudi Arabia, Abu Dhabi, and Qatar s.n 2012-10-29 Monograph REM application/pdf en http://irep.iium.edu.my/36070/1/EDW_A12-617-1408.pdf Hamid, Zarinah (2012) Contagion effects of the U.S subprime crisis GCC stock markets. Research Report. s.n, Kuala Lumpur. (Unpublished) EDW A12-617-1408 |
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| language |
English |
| topic |
HB Economic Theory HF5469 Markets. Fairs |
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HB Economic Theory HF5469 Markets. Fairs Hamid, Zarinah Contagion effects of the U.S subprime crisis GCC stock markets |
| description |
The Objectives of this study are twofold: first, it is to investigate whether contagion effect of U.S sub-prime crisis present among Gulf Cooperation Council (GCC) stock market; second, it is to evaluate the impact of U.S sub-prime crisis on the long-run and short-run dynamic relationships between GCC stock markets and leading conventional and Islamic stock market around the globe, over the period from July 5, 2004 to August 14, 2010. Tests based on correlation coefficients indicate that contagion from the US sub-prime crisis occurred in Saudi Arabia, Abu Dhabi, and Qatar |
| format |
Monograph |
| author |
Hamid, Zarinah |
| author_facet |
Hamid, Zarinah |
| author_sort |
Hamid, Zarinah |
| title |
Contagion effects of the U.S subprime crisis GCC stock markets |
| title_short |
Contagion effects of the U.S subprime crisis GCC stock markets |
| title_full |
Contagion effects of the U.S subprime crisis GCC stock markets |
| title_fullStr |
Contagion effects of the U.S subprime crisis GCC stock markets |
| title_full_unstemmed |
Contagion effects of the U.S subprime crisis GCC stock markets |
| title_sort |
contagion effects of the u.s subprime crisis gcc stock markets |
| publisher |
s.n |
| publishDate |
2012 |
| url |
http://irep.iium.edu.my/36070/1/EDW_A12-617-1408.pdf http://irep.iium.edu.my/36070/ |
| _version_ |
1643610909985210368 |
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13.209306 |