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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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