Pourrions-nous utiliser l'Euribor comme taux de rendement sans risque dans la région Arabe ?
[Could we use the Euribor as risk-free rate return in Arabic region?]
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More about this item
Keywords
EURIBOR; risk free rate return; Arab Stock market ; interest rate .;JEL classification:
- 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
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ARA-2017-09-24 (MENA - Middle East & North Africa)
- NEP-CFN-2017-09-24 (Corporate Finance)
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