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Long run Equity Market Linkages in the Middle East and North Africa: in Search for Diversification Benefits

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  • Thomas LAGOARDE-SEGOT
  • Brian M. LUCEY

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  • Thomas LAGOARDE-SEGOT & Brian M. LUCEY, 2001. "Long run Equity Market Linkages in the Middle East and North Africa: in Search for Diversification Benefits," Middle East and North Africa 330400040, EcoMod.
    • Handle: RePEc:ekd:003304:330400040
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    References listed on IDEAS

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    1. Longin, Francois & Solnik, Bruno, 1995. "Is the correlation in international equity returns constant: 1960-1990?," Journal of International Money and Finance, Elsevier, vol. 14(1), pages 3-26, February.
    2. Chen, Zhiwu & Knez, Peter J, 1995. "Measurement of Market Integration and Arbitrage," The Review of Financial Studies, Society for Financial Studies, vol. 8(2), pages 287-325.
    3. Miriam Ratkovicova, "undated". "Driving Factors of Efficiency of CEE Capital Markets," CASE-CEU Working Papers 0035, CASE-Center for Social and Economic Research.
    4. Pagano, Marco, 1993. "Financial markets and growth: An overview," European Economic Review, Elsevier, vol. 37(2-3), pages 613-622, April.
    5. Sam Hakim & Simon Neaime, 2000. "Mean-Reversion Across MENA Stock Markets: Implications for Portfolio Allocations," Working Papers 2026, Economic Research Forum, revised 09 2000.
    6. Haluk Akdogan, 1995. "The Integration of International Capital Markets," Books, Edward Elgar Publishing, number 6.
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