Measuring the Degree of Financial Linkage between Financial Markets and their Potential Impact on the Feasibility of International Portfolio Diversification: A Case Study of the Arab Financial Markets for the MENA Region
| المصدر: | مجلة الاقتصاد والتنمية المستدامة |
|---|---|
| الناشر: | جامعة الشهيد حمه لخضر الوادي - كلية العلوم الاقتصادية والتجارية وعلوم التسيير - مخبر اقتصاديات الطاقات المتجددة ودورها في تحقيق التنمية المستدامة |
| المؤلف الرئيسي: | Saadi, Larbi (Author) |
| مؤلفين آخرين: | Satouri, Djoudi (Co-Author) |
| المجلد/العدد: | مج7, ع1 |
| محكمة: | نعم |
| الدولة: |
الجزائر |
| التاريخ الميلادي: |
2024
|
| الشهر: | مارس |
| الصفحات: | 98 - 115 |
| ISSN: |
2661-7986 |
| رقم MD: | 1475614 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
International Diversification | Financial Integration | Internatinal Financial Market | Portfolio Investing | Indices
|
| رابط المحتوى: |
عدد مرات التحميل
1
| المستخلص: |
The study aims to measure the degree of correlation between financial markets and assess its impact on the feasibility of international portfolio diversification. The study focuses on a sample of Arab financial markets in the Middle East and North Africa region, abbreviated as MENA. The sample includes six financial markets representing Jordan, Lebanon, Palestine, Egypt, Morocco, and Tunisia. The study concludes that there is no integration or correlation between these markets, as revealed by the DCC-GARCH model. Consequently, there is potential for international portfolio diversification. |
|---|---|
| ISSN: |
2661-7986 |
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