Global Financial Integration and the MENA Countries: Evidence from Equity and Money Markets
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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Volume (Year): 4 (2008)
Issue (Month): 2 (April)
Pages: 93-116
| Handle: | RePEc:bpj:rmeecf:v:4:y:2008:i:2:n:4 |
| Contact details of provider: | Web page: http://www.degruyter.com
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| Order Information: | Web: http://www.degruyter.com/view/j/rmeef |
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