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On the Integration of Emerging Stock Markets in the Middle East
16 references·16 citing·36 second hopsampled
On the Integration of Emerging Stock Markets in the Middle East (2000)On the Integration of Emerging Stock Mark…Who Moves the Asia‐Pacific Stock Markets—US or Japan? Empirical Evidence Based on the Theory of Cointegration (1999)Who Moves the Asia‐Pacific St…Emerging equity market volatility (1997)Emerging equity market volati…Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Estimation of Common Long-Mem…Five alternative methods of estimating long-run equilibrium relationships (1994)Five alternative methods of e…Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Do Bulls and Bears Move Acros…FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)FINITE‐SAMPLE SIZES OF JOHANS…Comparisons of tests for multivariate cointegration (1992)Comparisons of tests for mult…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…International Transmission of Stock Market Movements (1989)International Transmission of…Some recent development in a concept of causality (1988)Some recent development in a …Interpreting Evidence on Money-Income Causality (1987)Interpreting Evidence on Mone…COINTEGRATION AND ERROR CORRECTION: REPRESENTATION (1987)COINTEGRATION AND ERROR CORRE…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Understanding spurious regressions in econometrics (1986)Understanding spurious regres…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …Dependence dynamics of stock markets during COVID-19 (2022)Dependence dynamics of stock …Return and volatility spillovers to African equity markets and their determinants (2020)Return and volatility spillov…The diversification benefit of Islamic investment to Chinese conventional equity investors (2019)The diversification benefit o…Financial stress dynamics in the MENA region: Evidence from the Arab Spring (2019)Financial stress dynamics in …Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis (2014)Dynamic transmissions between…Global and regional co-movement of the MENA stock markets (2012)Global and regional co-moveme…Are GCC stock markets predictable? (2011)Are GCC stock markets predict…Potential diversification benefits across global Islamic equity markets (2010)Potential diversification ben…On the relationship between economic freedom and equity returns in the emerging markets: Evidence from the Middle East and North Africa (MENA) stock markets (2010)On the relationship between e…Global financial crisis and integration of Islamic stock markets in developed and developing countries (2010)Global financial crisis and i…Cointegration in Central and East European markets in light of EU accession (2010)Cointegration in Central and …Time‐varying characteristics of cross‐market linkages with empirical application to Gulf stock markets (2009)Time‐varying characteristics …Go Long or Short in Pyramids? News from the Egyptian Stock Market (2007)Go Long or Short in Pyramids?…Intra-regional integration of the GCC stock markets: the role of market liberalization (2006)Intra-regional integration of…Integration Between the Baltic and International Stock Markets (2006)Integration Between the Balti…Stock Market Integration in the MENA Region: An Application of the ARDL Bounds Testing Approach (2005)Stock Market Integration in t…Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Time Series Analysis, Forecasting and Control. 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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1988Some recent development in a concept of causality2,982 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1986Understanding spurious regressions in econometrics1,782 cited
  • 1997Emerging equity market volatility1,703 cited
  • 1989International Transmission of Stock Market Movements1,412 cited
  • 1995Estimation of Common Long-Memory Components in Cointegrated Systems1,313 cited
  • 1987COINTEGRATION AND ERROR CORRECTION: REPRESENTATION1,262 cited
  • 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
  • 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
  • 1994Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility874 cited
  • 1992Comparisons of tests for multivariate cointegration582 cited
  • 1987

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Interpreting Evidence on Money-Income Causality
559 cited
  • 1999Who Moves the Asia‐Pacific Stock Markets—US or Japan? Empirical Evidence Based on the Theory of Cointegration234 cited
  • Cited by

    • 2019Financial stress dynamics in the MENA region: Evidence from the Arab Spring89 cited
    • 2014Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis70 cited
    • 2012Global and regional co-movement of the MENA stock markets63 cited
    • 2011Are GCC stock markets predictable?56 cited
    • 2006Integration Between the Baltic and International Stock Markets54 cited
    • 2005Stock Market Integration in the MENA Region: An Application of the ARDL Bounds Testing Approach54 cited
    • 2010On the relationship between economic freedom and equity returns in the emerging markets: Evidence from the Middle East and North Africa (MENA) stock markets52 cited
    • 2009Time‐varying characteristics of cross‐market linkages with empirical application to Gulf stock markets50 cited
    • 2010Cointegration in Central and East European markets in light of EU accession49 cited
    • 2022Dependence dynamics of stock markets during COVID-1948 cited
    • 2020Return and volatility spillovers to African equity markets and their determinants42 cited
    • 2006Intra-regional integration of the GCC stock markets: the role of market liberalization41 cited
    • 2010Potential diversification benefits across global Islamic equity markets40 cited
    • 2007Go Long or Short in Pyramids? News from the Egyptian Stock Market27 cited
    • 2010Global financial crisis and integration of Islamic stock markets in developed and developing countries26 cited
    • 2019The diversification benefit of Islamic investment to Chinese conventional equity investors19 cited