Ceylan, Nildağ Başak - In: Journal of economic cooperation among Islamic countries 25 (2004) 3, pp. 47-62
This paper examines the stock market linkages among a set of stock market indices of selected OIC countries, namely Egypt, Jordan, Kuwait, Lebanon, Morocco, Oman, Pakistan and Turkey. The set of relationships between each pair of stock exchanges is analysed by using Engle-Granger (1987) and...