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Stock Market Integration in the MENA Region: An Application of the ARDL Bounds Testing Approach
16 references·7 citing·28 second hop
Stock Market Integration in the MENA Region: An Application of the ARDL Bounds Testing Approach (2005)Stock Market Integration in the MENA Regi…An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…Interdependence and dynamic linkages between the emerging stock markets of South Asia (2004)Interdependence and dynamic l…Financial Sector Development in the Middle East and North Africa (2004)Financial Sector Development …Financial development in the Middle East and North Africa (2003)Financial development in the …Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period (2002)Propagative causal price tran…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Error‐correction Mechanism Te…The Role of Economic Theory in Modelling The Long Run (1997)The Role of Economic Theory i…The Buck Stops Where? The Role of Limited Liability in Economics (1997)The Buck Stops Where? The Rol…Testing for the 'Existence of a Long-run Relationship' (1996)Testing for the 'Existence of…PRACTITIONERS CORNER: Tests for Cointegration in Models with Regime and Trend Shifts (1996)PRACTITIONERS CORNER: Tests f…INTERDEPENDENCE OF ASIAN EMERGING EQUITY MARKETS (1995)INTERDEPENDENCE OF ASIAN EMER…THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Diversification benefits of Shari'ah compliant equity ETFs in emerging markets (2018)Diversification benefits of S…Further evidence on international Islamic and conventional portfolios diversification under regime switching (2016)Further evidence on internati…Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets (2016)Dynamic correlations and vola…Credit default swaps and sovereign debt markets (2015)Credit default swaps and sove…INTEGRATION OF ASEAN-5 STOCK MARKETS: A REVISIT (2012)INTEGRATION OF ASEAN-5 STOCK …Potential diversification benefits across global Islamic equity markets (2010)Potential diversification ben…Does trade matter for stock market integration? (2010)Does trade matter for stock m…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)Estimating long-run relationships from dynamic heterogeneous panels (1995)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Time Series Regression with a Unit Root (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Commodity currencies and the real exchange rate (2004)Tests for cointegration allowing for an unknown number of breaks (2012)Relationships among carbon emissions, economic growth, energy consumption and population growth: Testing Environmental Kuznets Curve hypothesis for Brazil, China, India and Indonesia (2016)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)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Testing for Error Correction in Panel Data* (2007)Testing for a Unit Root in Time Series Regression (1988)Dynamic Econometrics (1995)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Structural Analysis of Cointegrating VARs (1998)Evidence from panel unit root and cointegration tests that the Environmental Kuznets Curve does not exist (2003)Impacts of urbanization on carbon emissions: An empirical analysis from OECD countries (2021)Unit Roots and Cointegration in Panels (2008)The effect of urbanization on CO2 emissions in emerging economies (2013)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 2012An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis3,941 cited
  • 1998Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework2,313 cited
  • 1992THE POWER OF COINTEGRATION TESTS1,319 cited
  • 1997The Role of Economic Theory in Modelling The Long Run726 cited
  • 1996PRACTITIONERS CORNER: Tests for Cointegration in Models with Regime and Trend Shifts600 cited
  • 1996Testing for the 'Existence of a Long-run Relationship'573 cited
  • 1997The Buck Stops Where? The Role of Limited Liability in Economics280 cited
  • 2004Financial Sector Development in the Middle East and North Africa134 cited
  • 2004Interdependence and dynamic linkages between the emerging stock markets of South Asia114 cited
  • 1995INTERDEPENDENCE OF ASIAN EMERGING EQUITY MARKETS111 cited
  • 2003Financial development in the Middle East and North Africa

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109 cited
  • 2002Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period99 cited
  • Cited by

    • 2016Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets51 cited
    • 2010Does trade matter for stock market integration?49 cited
    • 2010Potential diversification benefits across global Islamic equity markets40 cited
    • 2012INTEGRATION OF ASEAN-5 STOCK MARKETS: A REVISIT33 cited
    • 2015Credit default swaps and sovereign debt markets31 cited
    • 2018Diversification benefits of Shari'ah compliant equity ETFs in emerging markets22 cited
    • 2016Further evidence on international Islamic and conventional portfolios diversification under regime switching20 cited