Floros, Christos - In: International Journal of Islamic and Middle Eastern … 4 (2011) August, pp. 227-236
Purpose – The aim of this paper is to examine the dynamic relationships between Middle East stock markets. Design/methodology/approach – Daily data from the Egyptian (CMA) and Israeli Tel Aviv Stock Exchange (TASE-100) stock indices are considered. The paper employs a Bivariate cointegration...
