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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Bibliographic Details
Main Author:	Hamid, Zarinah
Format:	Monograph
Language:	English
Published:	s.n 2012
Subjects:	HB Economic Theory HF5469 Markets. Fairs
Online Access:	http://irep.iium.edu.my/36070/ http://irep.iium.edu.my/36070/ http://irep.iium.edu.my/36070/1/EDW_A12-617-1408.pdf

id	iium-36070
recordtype	eprints
spelling	iium-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 NonPeerReviewed 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 (Unpublished) EDW A12-617-1408
repository_type	Digital Repository
institution_category	Local University
institution	International Islamic University Malaysia
building	IIUM Repository
collection	Online Access
language	English
topic	HB Economic Theory HF5469 Markets. Fairs
spellingShingle	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/ http://irep.iium.edu.my/36070/ http://irep.iium.edu.my/36070/1/EDW_A12-617-1408.pdf
first_indexed	2023-09-18T20:51:38Z
last_indexed	2023-09-18T20:51:38Z
_version_	1777410033571594240

Contagion effects of the U.S subprime crisis GCC stock markets

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