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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| Main Authors: | , |
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2018
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| Online Access: | http://dspace.uniten.edu.my/jspui/handle/123456789/9400 |
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