Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Al Nasser, Omar M. & Hajilee, Massomeh, 2016. "Integration of emerging stock markets with global stock markets," Research in International Business and Finance, Elsevier, vol. 36(C), pages 1-12.
- Donadelli, Michael & Persha, Lauren, 2014. "Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty," Research in International Business and Finance, Elsevier, vol. 30(C), pages 284-309.
- repec:eee:ecosys:v:41:y:2017:i:2:p:266-278 is not listed on IDEAS
More about this item
KeywordsFinancial market integration; Asymmetric causality test; The USA; The UAE;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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