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Nonlinear mean reversion in the G7 stock markets
Kim, Hyeongwoo; Stern, Liliana V.; Stern, Michael L. - In: Applied financial economics 19 (2009) 4/6, pp. 347-355
Persistent link: https://www.econbiz.de/10003828501
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Benefiting from diversity in Middle Eastern stock markets
Abumustafa, Naser I. - In: Applied financial economics 18 (2008) 1/3, pp. 229-237
Persistent link: https://www.econbiz.de/10003739044
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Diversification prospects in Middle East and North Africa (MENA) equity markets : a synthesis and an update
Olusi, Olasupo; Abdul-Majid, Haikal - In: Applied financial economics 18 (2008) 16/18, pp. 1451-1463
Persistent link: https://www.econbiz.de/10003779556
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The relative influence of the East and the West on Middle Eastern emerging stock markets : an empirical investigation
Ajayi, Richard A.; Mehdian, Seyed M.; Perry, Mark J. - In: Applied financial economics 20 (2010) 4/6, pp. 407-415
This article examines the relative influence of the US, UK and Japan on Middle Eastern Emerging Markets (MEEMs). The empirical results, from maximum likelihood regressions, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models and Vector Autoregression (VAR) estimates, provide...
Persistent link: https://www.econbiz.de/10003963313
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Middle Eastern stock markets : absolute, evolving and relative efficiency
Niemczak, Kinga; Smith, Graham - In: Applied financial economics 23 (2013) 1/3, pp. 181-198
Persistent link: https://www.econbiz.de/10009719013
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Are commodity prices mean reverting?
Andersson, Henrik - In: Applied financial economics 17 (2007) 10/12, pp. 769-783
Persistent link: https://www.econbiz.de/10003537543
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Mean reversion and structural breaks in real exchange rates : South African evidence
Akinboade, Oludele Akinloye; Makina, Daniel - In: Applied financial economics 16 (2006) 4, pp. 347-358
Persistent link: https://www.econbiz.de/10003289245
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Duration dependence in real estate investment trusts
Payne, James E.; Zuehlke, Thomas William - In: Applied financial economics 16 (2006) 5, pp. 413-423
Persistent link: https://www.econbiz.de/10003289288
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Real exchange rates and purchasing power parity : mean-reversion in economic thought
Taylor, Mark P. - In: Applied financial economics 16 (2006) 1/2, pp. 1-17
Persistent link: https://www.econbiz.de/10003291770
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Financial development and economic growth in the Middle East
Awad, Mouawiya al-; Harb, Nasri - In: Applied financial economics 15 (2005) 15, pp. 1041-1051
Persistent link: https://www.econbiz.de/10003213324