Financial integration of GCC capital markets: evidence of non-linear cointegration
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- Onour, Ibrahim, 2008. "Financial Integration of GCC Capital Markets:Evidence of Nonlinear Cointegration," MPRA Paper 15187, University Library of Munich, Germany.
References listed on IDEAS
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More about this item
KeywordsGCC capital markets; nonlinear cointegration; long-run equilibrium relationship; stock market returns; Gulf Cooperation Council; Bahrain; Abu Dhabi; Kuwait; Saudi Arabia; Dubai; Muscat.;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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