Keywords: Co-integration
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Journal Articles
Journal Articles
International Journal of Emerging Markets (2019) 14 (2): 281–299.
Published: 05 December 2018
... is to find out the factors that hinder the development of economic activities in this region. Design/methodology/approach This study uses co-integration analysis and vector error correction model on a sample of 18 MENA countries, covering the period 2002–2016. It exploits gross domestic product (GDP...
Journal Articles
International Journal of Emerging Markets (2015) 10 (3): 311–328.
Published: 20 July 2015
... of daily stock market indices (open and close) of BRICS countries for the period January 2, 2001 to May 31, 2012, this paper examines the interactions and characteristics of price movements of BRICS with US market by applying co-integration tests, vector error correction model and Granger causality...

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