Similar Search Results

Mean-Reversion Across MENA Stock Markets : Implications for Derivative Pricing

Hakim, Sam - 2003

This paper investigates the mean reversion patterns in MENA stock markets. Following Fama and French (1988) and Lo and Mackinlay (1988) and using recent stock market data between 1995 and 2000 on Egypt, Jordan, Morocco, and Turkey we find evidence of mean reversion in Turkey with mixed results...

Persistent link: https://www.econbiz.de/10012739616

The Cost of Sovereign Lending in the Middle East after September 11

HADDAD, Mahmoud; HAKIM, Sam - EcoMod Network

Persistent link: https://www.econbiz.de/10010935129

Have Foreign Banks Contributed to the Spread of the Global Financial Crisis to Saudi Arabia?

HADDAD, Mahmoud; HAKIM, Sam - EcoMod Network

Persistent link: https://www.econbiz.de/10010935566

Measuring the Fallout Risk in the Mortgage Pipeline

Hakim, Sam; Rashidian, Manochehr; Rosenblatt, Eric - In: The journal of fixed income 9 (1999) 2

Persistent link: https://www.econbiz.de/10007184279

Borrower attributes and the risk of default of conventional mortgages

Hakim, Sam; Haddad, Mahmoud - In: Atlantic Economic Journal 27 (1999) 2, pp. 210-220

Persistent link: https://www.econbiz.de/10005810214

The demand elasticity of mobile telephones in the Middle East and North Africa

Hakim, Sam; Neaime, Simon - In: Research in International Business and Finance 32 (2014) C, pp. 1-14

This study investigates the components of the mobile telephone demand in several countries in the Middle East and North Africa (MENA) between 1995 and 2007. We find that the magnitude of demand elasticities do not entice collusive behavior between service providers because the effect of price...

Persistent link: https://www.econbiz.de/10010785029