Financial liberalisation and stock markets integration: further evidence from Nigeria, South Africa and Egypt

• Main Authors: Mohd Khan, Shazida Jan, Anuar, Abdul Rahim, Hidthiir, Mohamad Helmi
• Format: Article
• Language: English
• Published: Akademia Baru 2018
• Subjects: HG Finance
• Online Access: http://repo.uum.edu.my/25739/1/JARBMS%20121%201%202018%20114%20122.pdf; http://repo.uum.edu.my/25739/; http://www.akademiabaru.com/arbms.html

The aim of this paper is to analyse the financial liberalisation and stock markets integration of Nigeria, South-Africa and Egypt. The study is conducted for the period of 1989-2016 and comprised both the pre- and post-liberalisation era. The paper employed the Vector Autoregressive methodology. The...