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Long run Equity Market Linkages in the Middle East and North Africa: in Search for Diversification Benefits

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  • Thomas LAGOARDE-SEGOT
  • Brian M. LUCEY

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  • Thomas LAGOARDE-SEGOT & Brian M. LUCEY, 2001. "Long run Equity Market Linkages in the Middle East and North Africa: in Search for Diversification Benefits," Middle East and North Africa 330400040, EcoMod.
    • Handle: RePEc:ekd:003304:330400040
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    References listed on IDEAS

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    1. Sam Hakim & Simon Neaime, 2000. "Mean-Reversion Across MENA Stock Markets: Implications for Portfolio Allocations," Working Papers 2026, Economic Research Forum, revised 09 2000.
    2. Haluk Akdogan, 1995. "The Integration of International Capital Markets," Books, Edward Elgar Publishing, number 6.
    3. Pagano, Marco, 1993. "Financial markets and growth: An overview," European Economic Review, Elsevier, vol. 37(2-3), pages 613-622, April.
    4. Chen, Zhiwu & Knez, Peter J, 1995. "Measurement of Market Integration and Arbitrage," The Review of Financial Studies, Society for Financial Studies, vol. 8(2), pages 287-325.
    5. Miriam Ratkovicova, "undated". "Driving Factors of Efficiency of CEE Capital Markets," CASE-CEU Working Papers 0035, CASE-Center for Social and Economic Research.
    6. Longin, Francois & Solnik, Bruno, 1995. "Is the correlation in international equity returns constant: 1960-1990?," Journal of International Money and Finance, Elsevier, vol. 14(1), pages 3-26, February.
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