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The influence of global financial crisis on Jordanian equity market: VECM approach

The current paper attempts to analyse the causality and co-integration relationship between the global financial crisis and the general stock price index (SPI) in the Jordanian equity market for the 1978-2011 period. A vector error correction model (VECM) is utilised to test the causal relationship...

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書誌詳細
主要な著者:	Bekhet H.A., Matar A.
その他の著者:	37100908800
フォーマット:	論文
出版事項:	Inderscience Publishers 2023
主題:	Equity market Global financial crisis Granger causality Jordan Stock price index VECM Vector error correction model
タグ:	タグ追加タグなし, このレコードへの初めてのタグを付けませんか!

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