Pourrions-nous utiliser l'Euribor comme taux de rendement sans risque dans la région Arabe ?

The analysts and evaluators in the financial market needs to risk free rate return (RFRR) to take the financing and investment decisions. This paper aims to study and analyze the causal relationship between Euribor rate and stock prices in the Arab stock exchanges, at level of nine Arab stock markets namely: Abu Dhabi, Bahrein, Morocco, Dubai, Egypt, Kuwait,Muscat, Qatar and Saudia during 2007 -2013. The results showed a strong inverse relationship between the Euribor rate and stock prices in the Arab stock exchanges, and that the Euribor rate can be used as an indicator for the pricing in Arab Stock markets.

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Year of publication:	2017-03
Authors:	BENDOB, Ali ; Benahmed-Daho, Rachida

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Type of publication:	Book / Working Paper
Language:	English ; French
Notes:	BENDOB, Ali and Benahmed-Daho, Rachida (2017): Pourrions-nous utiliser l'Euribor comme taux de rendement sans risque dans la région Arabe ? Published in: Chercheur Economique No. 7 (11 June 2017): pp. 7-19.
Classification:	C32 - Time-Series Models ; G12 - Asset Pricing ; G21 - Banks; Other Depository Institutions; Mortgages
Source:	BASE

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