IMF paper on GCC equity market spillovers
An International Monetary Fund paper, published on Thursday, shows that Gulf Cooperation Council (GCC) equity markets were impacted by spillovers from US and regional markets during the recent financial crisis.
Tahsin Saadi Sedik and Oral Williams, the paper's authors, analyse spillovers from mature and regional markets to individual GCC equity markets and explore whether volatility from US and regional equity markets had a significant effect on the conditional volatility of stock prices in Gulf
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