Co-movement of oil and stock prices in the GCC region: A wavelet analysis

The Quarterly Review of Economics and Finance - Tập 52 Số 4 - Trang 385-394 - 2012
Ibrahim Akoum1, Michael Graham2, Jarno Kivihaho3, Jussi Nikkinen3, Mohammed Omran4,5
1Hariri Canadian University, College of Business Administration, P.O. Box 10, Damour, Chouf 2010, Beirut, Lebanon
2Stockholm University, School of Business, Roslagsvägen 101, S-106 91 Stockholm, Sweden
3University of Vaasa, Faculty of Business Studies, Department of Accounting and Finance, P.O. Box 700, FI-65101 Vaasa, Finland
4Arab Academy for Science and Technology, College of Management and Technology, Miami, P.O. Box 1029, Alexandria, Egypt
5The Egyptian Exchange, 4 (A) El Sherifein St. Down Town, P.O. Box 258, Mohammed Farid, 11513 Cairo, Egypt

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