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Global Financial Integration and the MENA Countries: Evidence from Equity and Money Markets

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  • Soofi Abdol S

    (University of Wisconsin-Platteville)

Abstract

This study measures the degree of financial integration between Egypt, Jordan, Lebanon, Tunisia, and Turkey on the one hand and the United States and United Kingdom on the other hand. Using cointegration, error correction, and Granger causality tests I find that only the Turkish equity market is cointegrated with both S&P and FTSE stock markets.

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File URL: http://www.degruyter.com/view/j/rmeef.2008.4.2/rmeef.2008.4.2.1102/rmeef.2008.4.2.1102.xml?format=INT
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Bibliographic Info

Article provided by De Gruyter in its journal Review of Middle East Economics and Finance.

Volume (Year): 4 (2008)
Issue (Month): 2 (April)
Pages: 93-116

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Handle: RePEc:bpj:rmeecf:v:4:y:2008:i:2:n:4

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Web page: http://www.degruyter.com

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Cited by:
  1. Korkmaz, Turhan & Çevik, Emrah İ. & Atukeren, Erdal, 2012. "Return and volatility spillovers among CIVETS stock markets," Emerging Markets Review, Elsevier, vol. 13(2), pages 230-252.
  2. Wajih Khallouli & Modibo René Sandretto, 2010. "Testing for “contagion” of the subprime crisis on the Middle East and North African stock markets : A Markov Switching EGARCH approach," Working Papers 1022, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure.
  3. Smimou, Kamal & Karabegovic, Amela, 2010. "On the relationship between economic freedom and equity returns in the emerging markets: Evidence from the Middle East and North Africa (MENA) stock markets," Emerging Markets Review, Elsevier, vol. 11(2), pages 119-151, June.

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