December 2013
Intermediate to advanced
928 pages
28h 50m
English
Jamel Jouinia, Jihed Majdoubb and Ines Ben Bouhouchc, aDepartment of Economics, College of Business Administration, King Saud University, Saudi Arabia, bHigh School of Management of Tunis, University of Tunis, Tunisia, cFaculty of Economics and Management of Nabeul, University of Carthage, Tunisia, E-mail: jjouini@ksu.edu.sa
This chapter deals with long- and short-run comovements among selected emerging equity markets by employing the ARDL bounds approach to cointegration of Pesaran et al. (2001) and the DCC-GARCH model of Engle (2002). It is shown in the literature that these techniques enable us to obtain reliable ...
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