Keyphrases
Gulf Cooperation Council
100%
Stock Market
100%
Extreme Dependence
100%
Oil Stocks
100%
Structural Oil Shocks
100%
Stock Market Returns
75%
Oil Price Shocks
50%
Oil Shocks
50%
Co-movement
50%
Tail Dependence
50%
Risk Level
25%
Dependence Structure
25%
Time-frequency
25%
Gulf Cooperation Council Region
25%
Joint Distribution
25%
Quantile Dependence
25%
Wavelet Coherence Analysis
25%
Quantile Cross-spectral Density
25%
Oil Exporters
25%
Extreme Co-movement
25%
Bullish Market
25%
Portfolio Value at Risk
25%
Bearish Market
25%
Shock Decomposition
25%
Country Portfolios
25%
Extreme Market Conditions
25%
Economics, Econometrics and Finance
Gulf Countries
100%
Investors
100%