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Are Gulf stock markets efficient? : evidence from new multiple variance ratio tests
Al Ajmi, Jasim; Kim, Jae H. - In: Applied economics 44 (2012) 13/15, pp. 1737-1747
Persistent link: https://www.econbiz.de/10009572955
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Impact of macroeconomic factors and country risk ratings on GCC stock markets : evidence from a dynamic panel threshold model with regime switching
Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min; … - In: Applied economics 49 (2017) 13, pp. 1255-1272
Persistent link: https://www.econbiz.de/10011813539
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Do gulf stock markets share time varying connectedness
Saeed, Tareq; Nautiyal, Neeraj; Ur Rehman, Mobeen; … - In: Applied economics 55 (2023) 48, pp. 5700-5718
Persistent link: https://www.econbiz.de/10014335664
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Is global diversification rational? : evidence from emerging equity markets through mixed copula approach
Turgutlu, Evrim; Ucer, Burcu - In: Applied economics 42 (2010) 4/6, pp. 647-658
In this article, we aim to model the level and structure of the dependence between the world's leading stock markets and those of the emerging market groups - Europe, Latin America and Far East. To this end we use a mixture model of Gaussian, Gumbel and Gumbel survival copulas. Our results...
Persistent link: https://www.econbiz.de/10003952153
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Currency crises and the stock market : empirical evidence for another type of twin crisis
Eichler, Stefan; Maltritz, Dominik - In: Applied economics 43 (2011) 28/30, pp. 4561-4587
Persistent link: https://www.econbiz.de/10009388082
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Are stocks a good hedge against inflation? : Evidence from emerging markets
Spyrou, S. I. - In: Applied economics 36 (2004) 1, pp. 41-48
Persistent link: https://www.econbiz.de/10001899064
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Exogenous shocks, dynamic correlations, and portfolio risk management for the Asian emerging and other global developed and emerging stock markets
Dong, Xiyong; Li, Changhong; Yoon, Seong-min - In: Applied economics 52 (2020) 43, pp. 4745-4764
Persistent link: https://www.econbiz.de/10012298738
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Dynamic correlation and equicorrelation analysis of global financial turmoil : evidence from emerging East Asian stock markets
Cai, Xiao Jing; Tian, Shuairu; Hamori, Shigeyuki - In: Applied economics 48 (2016) 40/42, pp. 3789-3803
Persistent link: https://www.econbiz.de/10011628092
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Environmental disclosure and stock market liquidity : evidence from Arab MENA emerging markets
Akrout, Mejda Mahmoudi; Ben Othman, Hakim - In: Applied economics 48 (2016) 19/21, pp. 1840-1851
Persistent link: https://www.econbiz.de/10011589864
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Liquidity and equity returns in Borsa Istanbul
Atilgan, Yigit; Demirtas, K. Ozgur; Gunaydin, A. Doruk - In: Applied economics 48 (2016) 52/54, pp. 5075-5092
Persistent link: https://www.econbiz.de/10011644805