By Sima Motamen-Samadian (eds.)
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Additional info for Global Stock Markets and Portfolio Management
Best-fitting ARMA models are determined after constructing the ACF and PACF for the residuals of the estimated model. The Ljung–Box Q-statistics and the serial correlation Lagrange multiplier (LM) tests accept the null hypothesis that there is no serial correlation in the equations. The inflation rate is modelled using an ARMA (1, 1) model and the residuals from inflation regressions represent unexpected inflation. M. Al-Rjoub 29 EGARCH and TARCH results The unexpected effects of inflation are investigated simultaneously by incorporating them into two alternative models of monthly returns.
Countries that share geographical proximity and have similar groups of investors are more than likely to have markets that influence each other. And when a stock is dually listed in two countries, shocks in one market can be easily transmitted to the other market through spillover and contagion effects. In addition, investors in one market may react in a similar fashion directly and indirectly to an initial shock in another market. Simon Neaime 39 In this chapter, we focus on the linkages between the Middle East and North Africa (MENA) stock markets on the one hand, and the linkages between MENA markets and the more mature markets of the USA, UK, and French stock markets, on the other.
In addition, MENA stock markets have recently emerged as good examples of newly emerging capital markets, with significant growth potential. These markets have become of interest to world investors and policy makers, due to the significant flow of funds into these emerging financial markets, especially after the financial crisis in East Asia (1997–98), the Argentinean crisis (2001), and the events of 40 Emerging MENA Stock Markets September 11 in the USA. 2 Moreover, the MENA GCC countries have been devoting considerable efforts to integrating their capital markets.