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- W205689123 abstract "Vector Auto Regression (VAR) and Beysian Vector Auto-Regression (BVAR) models are used to trace the dynamic linkages across daily returns of stock market indexes in the Middle East and the United States, and to investigate how a shock in one market is transmitted to other markets. The Middle East Countries are: Egypt, Israel, Jordan, Lebanon, Morocco, Oman, and Turkey. The dynamic linkages among these stock markets are found to be relatively small. The conclusion is that although markets are efficient, there are dynamic linkages that can be explored and exploited to benefit the diversified international investors." @default.
- W205689123 created "2016-06-24" @default.
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- W205689123 date "2005-04-01" @default.
- W205689123 modified "2023-09-23" @default.
- W205689123 title "Dynamic Linkages Among the Emerging Middle Eastern and the United States Stock Markets" @default.
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