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Financial Integration of Foreign Exchange and Money Markets: Evidence from MENA

In: HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers

Author

Listed:
  • Somar Alomhamad
  • Anil V. Mishra

Abstract

Research in this chapter investigates the dynamic linkages among foreign exchange and money markets for MENA countries. The chapter also explores the impact of internal and external shocks, especially the global financial crisis, on these markets. The results in this chapter state that the financial markets in the MENA region are not isolated from global events. Furthermore, the financial markets in the MENA region are cointegrated at both regional and an international level, yet not fully bound to developed markets.

Suggested Citation

  • Somar Alomhamad & Anil V. Mishra, 2019. "Financial Integration of Foreign Exchange and Money Markets: Evidence from MENA," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 9, pages 221-253, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789813236653_0009
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    More about this item

    Keywords

    Market Integration; Risk Management; Risk Assessment; Financial Uncertainty; Volatility; Financial Markets; Financial Development; Country Risks; Sovereign Debt Markets;
    All these keywords.

    JEL classification:

    • F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications

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