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Emerging Markets Reward Risk: Empirical Evidence from MENA during 2008 Financial Crisis

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  • Salim Lahmiri

    (Department of Computer Science, University of Quebec at Montreal, Montreal, QC, Canada, & ESCA School of Management, Casablanca, Morocco)

  • Stephane Gagnon

    (University of Quebec in Outaouais, Gatineau, Canada)

Abstract

The relationship between risk and return in Middle East and North Africa (MENA) region stock markets is estimated during 2008 international financial crisis; including Jordan, KSA, Morocco, and Turkey. For comparison purpose, stock markets from Europe are also examined; including, FTSE (UK), CAC40 (France), DAX (Germany), and the Swiss market. The empirical findings show evidence that; contrary to European stock markets; MENA region stock markets generally reward risk during 2008 financial crisis. This result is important for international asset managers and investors to consider investing in emergent markets from MENA region.

Suggested Citation

  • Salim Lahmiri & Stephane Gagnon, 2016. "Emerging Markets Reward Risk: Empirical Evidence from MENA during 2008 Financial Crisis," International Journal of Innovation in the Digital Economy (IJIDE), IGI Global, vol. 7(3), pages 65-76, July.
    • Handle: RePEc:igg:jide00:v:7:y:2016:i:3:p:65-76
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