The impact of United States monetary policy uncertainty on the Gulf Cooperation Council stock markets

Most of the GCC countries currencies are pegged to the US dollar, which make the economy those countries susceptible to the US monetary policy change. This paper used the non-structural VAR tests to examine the spillovers impact of the two recently developed US monetary policy uncertainty indices (t...

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Bibliographic Details
Main Authors: Abdullah Saeed S Alqahtani, Hongbing Ouyang, Shayem Saleh
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2019-02-01
Series:Investment Management & Financial Innovations
Subjects:
VAR
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/11597/IMFI_2019_01_Alqahtani.pdf