The influence of global financial crisis on Jordanian equity market: VECM approach

The current paper attempts to analyse the causality and co-integration relationship between the global financial crisis and the general stock price index (SPI) in the Jordanian equity market for the 1978-2011 period. A vector error correction model (VECM) is utilised to test the causal relationship...

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Bibliographic Details
Main Authors: Bekhet H.A., Matar A.
Other Authors: 37100908800
Format: Article
Published: Inderscience Publishers 2023
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Institution: Universiti Tenaga Nasional