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The Jordanian Stock Market : Should You Invest in it for Risk Diversification or Performance? /

We analyze the performance of the Amman Stock Exchange (ASE) and its integration with other markets. Using cointegration techniques, we find that the ASE and other Arab stock markets are cointegrated, which implies little long-run risk diversification. However, there is no cointegrating relationship...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Petri, Martin
Autor Corporativo: International Monetary Fund
Otros Autores: Saadi-Sedik, Tahsin
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Washington, D.C. : International Monetary Fund, 2006.
Colección:IMF Working Papers ; Working Paper no. 06/187.
Temas:
Acceso en línea:Texto completo