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Financial crises and contagion vulnerability of MENA stock markets · Study

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ArticleFinancial crises and contagion vulnerability of MENA stock markets

Simon Neaime2016

Article2016

Financial crises and contagion vulnerability of MENA stock markets

105 citations·0/0 files stored·Emerging Markets Review

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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 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1995Statistical inference in vector autoregressions with possibly integrated processes 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 1990Inference in Linear Time Series Models with some Unit Roots 1999GOLBALIZATION, CORPORATE FINANCE, AND THE COST OF CAPITAL 1994Predictable Risk and Returns in Emerging Markets 1993Vector Autoregressions and Causality

Cited by

2021Response of stock market volatility to COVID-19 announcements and stringency measures: A comparison of developed and emerging markets 2019Financial stress dynamics in the MENA region: Evidence from the Arab Spring 2022Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis 2016Impact of terrorist attacks on stock market volatility in emerging markets 2017A global network topology of stock markets: Transmitters and receivers of spillover effects

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Year2016

Typearticle

Published2016-03-30

VenueEmerging Markets Review

ISSN-L1566-0141

Languageen

Citations105

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.ememar.2016.03.002

openalex_workW2332367039

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