This paper studies capital market integration in Middle Eastern and North African (MENA)
countries and its implications for international portfolio investment allocation. Starting with …

As part of a broader financial development reform agenda, the Middle East and North Africa
(MENA) countries have successfully expanded and revitalised their stock markets over the …

El objetivo principal del trabajo es proveer evidencia de contagio financiero entre el
mercado accionario más representativo de los Estados Unidos y los principales mercados …

The main purpose of this study is to investigate stock market cointegration from the market
efficiency perspective. Therefore, eleven emerging stock market indices are tested by using …

According to modern portfolio theory, there are some benefits from diversifying assets. In the
literature, the possibility of this diversification is mostly investigated by analysing the …

The main aim of this paper is to investigate the dynamic relationship and volatility spillover
between the stock markets in Turkey and the United States under the conditions for Turkey's …

This paper first analyzes long-and short-term co-movements between Turkish, Egypt and
Israel stock markets based on cointegration and correlation analysis. Second it uses …

En este trabajo empleamos la prueba de contagio financiero sugerida por Hatemi y Hacker
(2005) con el fin de probar la hipotesis de contagio en los principales mercados accionarios …

This paper analyzes the impact of current financial crisis on Turkish stock market movements
and external linkages with selected developed countries. We employ the multivariate co …

In this paper we use the financial contagion test suggested by Hatemi and Hacker (2005) in
order to test the hypothesis of contagion in the main equity markets of Latin America by the …