Dynamic Shock-Transmission Mechanism Between U.S. Trade Policy Uncertainty and Sharia-Compliant Stock Market Volatility of GCC Economies

Dynamic Shock-Transmission Mechanism Between U.S. Trade Policy Uncertainty and Sharia-Compliant Stock Market Volatility of GCC Economies

This study endeavors to explore the shock-transmission mechanism between Trade Policy Uncertainty (TPU) and the volatility inherent in the Gulf Cooperation Council (GCC) Islamic stock markets by employing the novel Quantile Vector Auto Regression (QVAR) with “Extended Joint” and “Frequency” domain c...

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Bibliographic Details
Main Authors:	Mosab I. Tabash, Suzan Sameer Issa, Marwan Mansour, Mohammed W. A. Saleh, Maha Rahrouh, Kholoud AlQeisi, Mujeeb Saif Mohsen Al-Absy
Format:	Article
Language:	English
Published:	MDPI AG 2025-03-01
Series:	Risks
Subjects:	Quantile-based Vector Auto Regression (QVAR) Trade Policy Uncertainty (TPU) Islamic financial markets Frequency-domain QVAR connectedness Gulf Cooperation Council (GCC) Islamic stock markets
Online Access:	https://www.mdpi.com/2227-9091/13/3/56
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