Jamal Khashoggi has not been seen since October 2 (image courtesy AFP)

The government of Saudi Arabia has warned that it would retaliate against any sanctions imposed on the Kingdom over the disappearance of journalist Jamal Khashoggi.

Riyadh made this known amid reports that stock market in the country had plunged on growing investor fears amid insinuations that Khashoggi may have been tortured to death by Saudi agents.

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A host of Western companies are now distancing themselves from the oil-rich state over the missing journalist, who was last seen on 2nd of October walking into the Saudi Arabia Consulate in Turkey.

US President Donald Trump threatened on Saturday that there would be “severe punishment” if Khashoggi, who has been critical of Prince Mohammed, was killed inside Saudi Istanbul mission.

But Riyadh vowed to fight back against any punitive measures.

It said, “The kingdom affirms its total rejection of any threats or attempts to undermine it whether through threats to impose economic sanctions or the use of political pressure.”

The country’s official, who made the statement, said Riyadh would “respond to any action with a bigger one”, pointing out that the oil superpower “plays an effective and vital role in the world economy”.