Fractional integration in the equity markets of MENA region-Reference-Cited by-同舟云学术

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Fractional integration in the equity markets of MENA region

Published:2007-06 Issue:9 Volume:17 Page:709-723
ISSN:0960-3107
Container-title:Applied Financial Economics
language:en
Short-container-title:Applied Financial Economics

Author:

Assaf A.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

http://www.tandfonline.com/doi/pdf/10.1080/09603100600735310

Reference69 articles.

1. Testing the Random Walk Behavior and Efficiency of the Gulf Stock Markets

2. Volatility in Emerging Stock Markets

3. Al-Loughani, N and Moosa, IA. 1997. “Testing the efficiency of an emerging stock market using trading rules: the case of Kuwait, Working Paper Series Number 1”. Kuwait: College of Administrative Science, Kuwait University.

4. Intraday periodicity and volatility persistence in financial markets

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1. Global Uncertainty, Connectedness and Risk Spillovers Among Sub-Saharan Africa and MENA Equity Markets;2023

2. On the linkages between Africa’s emerging equity markets and global markets: Evidence from fractional integration and cointegration;Review of Development Finance;2018-12

3. Long memory or structural breaks: Some evidence for African stock markets;Review of Financial Economics;2017-09

4. Long-range dependence in returns and volatility of global gold market amid financial crises;Physica A: Statistical Mechanics and its Applications;2017-04

5. Long Memory in Stock Market Volatility;SpringerBriefs in Economics;2013-10-29

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