Browsing by Subject "Quantile regression"

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Length The GCC's regional roller coaster: Do regional factors affect stock market dynamics in the GCC Region? Evidence from non-parametric quantile regression

Essayem, Amal; Gormus, Sakir; Guven, Murat (ELSEVIER, 2023)

This paper investigates the impact of regional factors on Islamic and conventional stock returns in the member countries of the Gulf Cooperation Council (GCC) from April 2011 to April 2021. This paper employs the quantile ...