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

• 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

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...