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Nonlinear mean reversion across national stock markets : evidence from emerging Asian markets
Chen, Shu-ling; Kim, Hyeongwoo - In: International economic journal 25 (2011) 2, pp. 239-250
Persistent link: https://www.econbiz.de/10009303129
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Mean reversion in international markets : evidence from G.A.R.C.H. and half-life volatility models
Ahmed, Rizwan Raheem; Vveinhardt, Jolita; … - In: Economic research 31 (2018) 1,2, pp. 1198-1217
Persistent link: https://www.econbiz.de/10012391404
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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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Integration in Middle East stock markets : determinants, effects and evolutions
Guesmi, Khaled; Arouri, Mohamed; Moisseron, Jean-Yves; … - In: The journal of applied business research 29 (2013) 5, pp. 1301-1315
Persistent link: https://www.econbiz.de/10010198214
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Similarity of emerging market returns under changing market conditions : markets in the ASEAN-4, Latin America, Middle East, and BRICs
Lyócsa, Štefan; Baumöhl, Eduard - In: Economic systems 39 (2015) 2, pp. 253-268
Persistent link: https://www.econbiz.de/10011527515
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Intraindustry volatility spillovers in the MENA region
Öztürk, Serda Selin; Volkan, Engin - In: Emerging markets finance & trade : a journal of the … 51 (2015) 6, pp. 1163-1174
Persistent link: https://www.econbiz.de/10011561243
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Nonparametric and semiparametric estimates of long memory in some Middle Eastern equity markets
Assaf, Ata - In: Global review of business and economic research 1 (2005) 1, pp. 51-64
Persistent link: https://www.econbiz.de/10003629301
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Volatility in emerging stock markets : an examination of the Middle Eastern region
Affaneh, Ibrahim; Boldin, Robert J. - In: International journal of business 6 (2001) 1, pp. 101-117
Persistent link: https://www.econbiz.de/10001566826
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Asset pricing in the Middle East's equity markets
Hearn, Bruce; Li, Jing; Mykhayliv, Dariya; Waqas, Muhammad - In: Journal of international financial markets, … 72 (2021), pp. 1-30
Persistent link: https://www.econbiz.de/10012801505