Global And Regional Effects On Sectoral Returns Volatility Among Gulf Cooperation Council(Gcc) Countries

Due to the mono-dependence on oil in the Gulf Cooperation Council (GCC) countries, any volatilities or shocks in the oil sector may undermine investment opportunities between and within sectors. While there has been much research on the portfolio of stock return, there are fewer empirical studies on...

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Main Author:	Mustafa, Makwan Jamil
Format:	Thesis
Language:	English
Published:	2022
Subjects:	H1-99 Social sciences (General)
Online Access:	http://eprints.usm.my/59709/1/24%20Pages%20from%20MAKWAN%20JAMIL%20MUSTAFA%20-%20TESIS.pdf
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id	my-usm-ep.59709
record_format	uketd_dc
spelling	my-usm-ep.597092023-12-20T02:16:15Z Global And Regional Effects On Sectoral Returns Volatility Among Gulf Cooperation Council(Gcc) Countries 2022-09 Mustafa, Makwan Jamil H1-99 Social sciences (General) Due to the mono-dependence on oil in the Gulf Cooperation Council (GCC) countries, any volatilities or shocks in the oil sector may undermine investment opportunities between and within sectors. While there has been much research on the portfolio of stock return, there are fewer empirical studies on volatility spillover in stock markets at the disaggregated level. There is also a theoretical gap in volatility spillover between intra and inter-sectoral returns. Since there is extending theoretical evidence in volatility literature, it is crucial to examine the interdependency among intra and intersectoral returns at three different levels. These levels include domestic, regional, and international stock markets. Investigating these three levels is immensely vital. First, it would be prudent to investigate the intra-volatility spillover effect among the sectoral returns in each GCC country. Second, you ought to examine the GCC regional-volatility spillover effect on the sectoral returns in each GCC country. Third, you must assess the global-volatility spillover effect on the sectoral returns in each GCC country. 2022-09 Thesis http://eprints.usm.my/59709/ http://eprints.usm.my/59709/1/24%20Pages%20from%20MAKWAN%20JAMIL%20MUSTAFA%20-%20TESIS.pdf application/pdf en public phd doctoral Perpustakaan Hamzah Sendut Pusat Pengajian Siswazah Perniagaan
institution	Universiti Sains Malaysia
collection	USM Institutional Repository
language	English
topic	H1-99 Social sciences (General)
spellingShingle	H1-99 Social sciences (General) Mustafa, Makwan Jamil Global And Regional Effects On Sectoral Returns Volatility Among Gulf Cooperation Council(Gcc) Countries
description	Due to the mono-dependence on oil in the Gulf Cooperation Council (GCC) countries, any volatilities or shocks in the oil sector may undermine investment opportunities between and within sectors. While there has been much research on the portfolio of stock return, there are fewer empirical studies on volatility spillover in stock markets at the disaggregated level. There is also a theoretical gap in volatility spillover between intra and inter-sectoral returns. Since there is extending theoretical evidence in volatility literature, it is crucial to examine the interdependency among intra and intersectoral returns at three different levels. These levels include domestic, regional, and international stock markets. Investigating these three levels is immensely vital. First, it would be prudent to investigate the intra-volatility spillover effect among the sectoral returns in each GCC country. Second, you ought to examine the GCC regional-volatility spillover effect on the sectoral returns in each GCC country. Third, you must assess the global-volatility spillover effect on the sectoral returns in each GCC country.
format	Thesis
qualification_name	Doctor of Philosophy (PhD.)
qualification_level	Doctorate
author	Mustafa, Makwan Jamil
author_facet	Mustafa, Makwan Jamil
author_sort	Mustafa, Makwan Jamil
title	Global And Regional Effects On Sectoral Returns Volatility Among Gulf Cooperation Council(Gcc) Countries
title_short	Global And Regional Effects On Sectoral Returns Volatility Among Gulf Cooperation Council(Gcc) Countries
title_full	Global And Regional Effects On Sectoral Returns Volatility Among Gulf Cooperation Council(Gcc) Countries
title_fullStr	Global And Regional Effects On Sectoral Returns Volatility Among Gulf Cooperation Council(Gcc) Countries
title_full_unstemmed	Global And Regional Effects On Sectoral Returns Volatility Among Gulf Cooperation Council(Gcc) Countries
title_sort	global and regional effects on sectoral returns volatility among gulf cooperation council(gcc) countries
granting_institution	Perpustakaan Hamzah Sendut
granting_department	Pusat Pengajian Siswazah Perniagaan
publishDate	2022
url	http://eprints.usm.my/59709/1/24%20Pages%20from%20MAKWAN%20JAMIL%20MUSTAFA%20-%20TESIS.pdf
_version_	1794024040405401600

Global And Regional Effects On Sectoral Returns Volatility Among Gulf Cooperation Council(Gcc) Countries

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