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In this paper, we examine the correlations between hedge fund strategy indices and asset classes. Based on the Dynamic Conditional Correlation (DCC) GARCH Model, we estimate the correlations between hedge fund, stock, and bond indices during bull and bear markets. The results reveal that there...
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This paper aims to investigate the relationship between Foreign Direct Investment (FDI) inflows and their macroeconomic determinants in Middle East and North Africa (MENA) region during the period 1970-2010. Using recent panel data techniques, we take into account the both hypothesis economic...
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