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Financial Integration of Stock Markets in the Gulf: A Multivariate Cointegration Analysis · Study

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PreprintFinancial Integration of Stock Markets in the Gulf: A Multivariate Cointegration Analysis

Aqil Mohd. Hadi Hassan2003

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Preprintgreen2003

Financial Integration of Stock Markets in the Gulf: A Multivariate Cointegration Analysis

Aqil Mohd. Hadi Hassan

40 citations·0/0 files stored·SSRN Electronic Journal

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1988Statistical analysis of cointegration vectors 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1970Efficient Capital Markets: A Review of Theory and Empirical Work 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

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2011Causal Relationship between Macro-economic Variables and Stock Market: A case study for India 2009The Short-Run Relationship between Stock Market Prices and Macroeconomic Variables in Lithuania: An Application of the Impulse Response Function 2019The diversification benefit of Islamic investment to Chinese conventional equity investors

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Details

Year2003

Typepreprint

Published2003-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations40

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.2139/ssrn.420246

openalex_workW3122009353

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