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

.blurhash-client-img { display: none !important; }

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

Download Article

Download the full article as a PDF file.

DOI: https://doi.org/10.1515/ijme-2015-0022 | Journal eISSN: 2543-5361 | Journal ISSN: 2299-9701

Journal RSS Feed

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:

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.

Previous article Volume 46 (2015): Issue 1 (June 2015)Next article