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Return Dynamics and Volatility Spillovers Between FOREX and Stock Markets in MENA Countries: What to Remember for Portfolio Choice?

and

Aymen Ben Rejeb

Ben Rejeb, Aymen

Sep 19, 2015

Return Dynamics and Volatility Spillovers Between FOREX and Stock Markets in MENA Countries: What to Remember for Portfolio Choice?'s Cover Image

International Journal of Management and Economics

Volume 46 (2015): Issue 1 (June 2015)

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Published Online: Sep 19, 2015

Page range: 72 - 100

DOI: https://doi.org/10.1515/ijme-2015-0022

Keywords
MENA markets, foreign exchange, flow-stock oriented model, volatility spillovers, portfolio allocations, hedging efficiency, VAR-GARCH model

© Mongi Arfaoui et al.

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Language:: English

Publication timeframe:: 4 times per year
Journal Subjects:: Business and Economics, Political Economics, Economic Theory, Systems and Structures, Business Management, Management Accounting, Financial Controlling, Cost Calculation, Investment

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