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Return Dynamics and Volatility Spillovers Between FOREX and Stock Markets in MENA Countries: What to Remember for Portfolio Choice? Cover

Return Dynamics and Volatility Spillovers Between FOREX and Stock Markets in MENA Countries: What to Remember for Portfolio Choice?

International Journal of Management and Economics
Volume 46 (2015): Issue 1 (June 2015)
By: Mongi Arfaoui and  Aymen Ben Rejeb  
Open Access
|Sep 2015

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DOI: https://doi.org/10.1515/ijme-2015-0022 | Journal eISSN: 2543-5361 | Journal ISSN: 2299-9701
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Language: English
Page range: 72 - 100
Published on: Sep 19, 2015
Published by: Warsaw School of Economics
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year
Keywords:
MENA markets,
foreign exchange,
flow-stock oriented model,
volatility spillovers,
portfolio allocations,
hedging efficiency,
VAR-GARCH model
Related subjects:
Business and economics,
Political economics,
Economic theory, systems and structures,
Business management,
Management accounting, financial controlling, cost calculation, investment

© 2015 Mongi Arfaoui, Aymen Ben Rejeb, published by Warsaw School of Economics
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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