Author: "Basci, Esref Savas" - Searchworks@Jio Institute Digital Library Search Results

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Author: Al Kharusi, Sami and Basci, Esref Savas
Subjects: Johansen cointegration, Demand and Price Analysis, Granger causality, Gold price, Gulf Cooperation Council, stock price indices
Abstract: This research paper presents the empirical evidence on the relationship between the price of gold and stock price indices for the Gulf Cooperation Council (GCC) stock markets over the period beginning January 2010 and ending in December 2016 using Johansen Cointegration and VAR Based Granger Causality tests. The study is based on secondary data from GCC individual stock market. The international gold prices and six daily stock price indices; Bahrain Stock Exchange (BSE), Kuwait Stock Exchange (KSE), Qatar Stock Exchange (QSE), Saudi Stock Exchange (SSE), Muscat Securities Market (MSM), Dubai Stock Exchange (DSE) and Abu Dhabi Stock Exchange (ADSE) are used. Over the period examined, gold prices and stock price indices are co-integrated and there are multiple Granger Causality between the different GCC stock markets.
Published: 2019
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Author: BASCI, Esref Savas
Subjects: MARKET capitalization, DERIVATIVE securities, STOCK exchanges, ECONOMIC development, ECONOMIC globalization
Abstract: Copyright of Studies in Modern Society is the property of Northern Lithuanian College and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
Published: 2016

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