Examining Relationship Between Palestine and Amman Stock - Cointegration Approach

Examining Relationship Between Palestine and Amman Stock - Cointegration Approach

This paper aims at examining the probable equilibrium and dynamic relations between Palestine Stock Exchange (PEX) and Amman Stock Exchange (ASE). Within the framework of international trade theories, this study employs Engle-Granger Cointegration procedure (1987) as an estimation model involving mo...

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Bibliographic Details
Main Authors: Abdul Razak Abdul Hadi, Shadi Hamad, Mohamed Hisham Yahya, Tahir Iqbal
Format:
Language:English
Published: 2013
Subjects:
PEX
ASE
Cointegration Procedure
Granger Causality Test
Stock Market Index
Online Access:http://ir.unikl.edu.my/jspui/handle/123456789/5222
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Institution: Universiti Kuala Lumpur
Language: English

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