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...
Saved in:
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Published: |
Inderscience Publishers
2023
|
| Subjects: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|