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Dynamic linkages among equity markets in the Middle East and North African countries · Study

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ArticleDynamic linkages among equity markets in the Middle East and North African countries

Yaser A. AlKulaib2008

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Articlegreen2008

Dynamic linkages among equity markets in the Middle East and North African countries

Yaser A. AlKulaib · Mohammad Najand · Ahmad Mashayekh

59 citations·0/0 files stored·Journal of Multinational Financial Management

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

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References

1990Correlations in Price Changes and Volatility across International Stock Markets 1999Volatility in Emerging Stock Markets 1996Expected Returns and Volatility in 135 Countries 1979The Relationship Between Equity Indices on World Exchanges 2004Dynamic Relationships among GCC Stock Markets and Nymex Oil Futures 2000A study of cointegration and variance decomposition among national equity indices before and during the period of the Asian financial crisis 2002Interrelationships among regional stock indices 1991State space modeling of multiple time series

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2012Literature review of stock market integration: a global perspective 2017Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach 2013Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries 2018On the effect of herding behavior on dependence structure between stock markets: Evidence from GCC countries 2014Dependence patterns across Gulf Arab stock markets: A copula approach

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Year2008

Typearticle

Published2008-04-09

VenueJournal of Multinational Financial Management

ISSN-L1042-444X

Languageen

Citations59

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.mulfin.2008.03.002

openalex_workW3124129809

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2020Inter- and intra-regional stock market relations for the GCC bloc

2012Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE

2019Regional and global integration of Asian stock markets