Response Asymmetries in the MENA Stock Markets.
Using weekly data from January 1999 to May 2008 and simple regression and VAR analyses, this paper examines the response asymmetries of the MENA markets (Morocco, Turkey and Tunisia) to two developed markets – the US and Japan. We found evidence for the presence of response asymmetries in Morocco an...
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| Main Authors: | , , |
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| Format: | Book |
| Published: |
PROCEEDING MALAYSIA INDONESIA
2011
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| Subjects: | |
| Online Access: | http://eprints.utp.edu.my/7062/1/MENA_KARIM_ET_AL._INDONESIA_2011.pdf http://eprints.utp.edu.my/7062/ |
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