A quantile regression approach to evaluate the relative impact of global and local factors on the MENA stock markets
Year of publication: |
2022
|
---|---|
Authors: | Bahloul, Slah ; Ben Amor, Nawel |
Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 17.2022, 10, p. 2763-2786
|
Subject: | Global factors | Macroeconomic variables | Middle East and North Africa (MENA) | Quantile regression | Stock market return | Aktienmarkt | Stock market | MENA-Staaten | MENA countries | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Mittlerer Osten | Middle East | Börsenkurs | Share price | Nordafrika | North Africa | Wirkungsanalyse | Impact assessment |
-
Haghshenas, Marzieh, (2021)
-
Intraindustry volatility spillovers in the MENA region
Öztürk, Serda Selin, (2015)
-
Al-Hiyari, Ahmad, (2024)
- More ...
-
Bahloul, Slah, (2021)
-
Bahloul, Slah, (2021)
-
Regime-Switching Behaviour in the Conditional Volatility of MENA Stock Market Returns
Bahloul, Slah, (2014)
- More ...