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ArticleGlobal and regional integration of the Middle East and North African (MENA) stock markets

Jung‐Suk Yu2006

Article2006

Global and regional integration of the Middle East and North African (MENA) stock markets

Jung‐Suk Yu · M. Kabir Hassan

146 citations·0/0 files stored·The Quarterly Review of Economics and Finance

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Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model 2003Emerging markets finance 1983Comparing alternative tests of causality in temporal systems 1994Business Cycles and the Asset Structure of Foreign Trade 1995Business Cycles and the Asset Structure of Foreign Trade

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2013Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries 2020Flatten the Curve and Stock Market Liquidity – An Inquiry into Emerging Economies 2019Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis 2010Stock market integration and volatility spillover: India and its major Asian counterparts 2014

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Year2006

Typearticle

Published2006-09-08

VenueThe Quarterly Review of Economics and Finance

ISSN-L1062-9769

Languageen

Citations146

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.qref.2006.06.003

openalex_workW1967353282

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