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Dynamic Co-movements of Stock Indices: The Emerging Middle Eastern and the United States Markets

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  • Yochanan Shachmurove

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  • Yochanan Shachmurove, 2001. "Dynamic Co-movements of Stock Indices: The Emerging Middle Eastern and the United States Markets," Penn CARESS Working Papers ddffc4204cf90a8523fb64134, Penn Economics Department.
  • Handle: RePEc:cla:penntw:ddffc4204cf90a8523fb64134126f2da
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    File URL: http://www.econ.upenn.edu/Centers/CARESS/CARESSpdf/01-18.pdf
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    12. El-Ashkar, Hmad Abdel Fattah, 1995. "Towards An Islamic Stock Exchange In A Transitional Stage," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 3, pages 79-112.
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    28. Mounir Rached & Saleh M. Nsouli, 1998. "Capital Account Liberalization in the Southern Mediterranean Region," IMF Policy Discussion Papers 98/11, International Monetary Fund.
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    30. Engle, Robert F & Ito, Takatoshi & Lin, Wen-Ling, 1990. "Meteor Showers or Heat Waves? Heteroskedastic Intra-daily Volatility in the Foreign Exchange Market," Econometrica, Econometric Society, vol. 58(3), pages 525-542, May.
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    33. Friedman, Joseph & Shachmurove, Yochanan, 1997. "Co-movements of major European community stock markets: A vector autoregression analysis," Global Finance Journal, Elsevier, vol. 8(2), pages 257-277.
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