Measuring The Degree Of Financial Linkage Between Financial Markets And Their Potential Impact On The Feasibility Of International Portfolio Diversification. - A Case Study Of The Arab Financial Markets For The Mena Region -

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dc.contributor.authorSaadi Larbi
dc.contributor.authorSatouri Djoudi
dc.date.accessioned2024-06-03T14:07:25Z
dc.date.available2024-06-03T14:07:25Z
dc.date.issued2024-03-01
dc.description.abstractThe study aims to measure the degree of correlation between financial markets and assess its impact on the feasibility of international portfolio diversification. The study focuses on a sample of Arab financial markets in the Middle East and North Africa region, abbreviated as MENA. The sample includes six financial markets representing Jordan, Lebanon, Palestine, Egypt, Morocco, and Tunisia. The study concludes that there is no integration or correlation between these markets, as revealed by the DCC-GARCH model. Consequently, there is potential for international portfolio diversification
dc.identifier.citationSaadi, Larbi. Satouri, Djoudi . Measuring The Degree Of Financial Linkage Between Financial Markets And Their Potential Impact On The Feasibility Of International Portfolio Diversification. - A Case Study Of The Arab Financial Markets For The Mena Region - . Journal of Economics and Sustainable Development . Vol. 07. N. 01. 01 march2024. faculty of economie commercial and management sciences. [visitedin ../../….]. availablefrom[copy linkhere]
dc.identifier.urihttps://dspace.univ-eloued.dz/handle/123456789/33128
dc.language.isoen
dc.publisherجامعة الوادي University Of Eloued
dc.subjectInternational diversification
dc.subjectfinancial integration
dc.subjectinternatinal financial market
dc.subjectportfolio investing
dc.subjectindices
dc.titleMeasuring The Degree Of Financial Linkage Between Financial Markets And Their Potential Impact On The Feasibility Of International Portfolio Diversification. - A Case Study Of The Arab Financial Markets For The Mena Region -
dc.typeArticle

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