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Volumn 29, Issue 1, 2008, Pages 1-28

Financial integration in the GCC stock markets: Evidence from the early 2000s development phase

Author keywords

[No Author keywords available]

Indexed keywords


EID: 51349103118     PISSN: 0252953X     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (11)

References (22)
  • 1
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    • Arab Financial Markets Network, 2003, http://www.alshabaca.com/mefn/info/ newsmain.jhtml?Nwscode=556&from=n
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  • 2
    • 51349130058 scopus 로고    scopus 로고
    • is;
    • Bahrain Stock Market, 2003, Information link is; http:// www.bahrainstock.com/bahrainstock/index.asp
    • (2003) Information link
  • 3
    • 51349127674 scopus 로고    scopus 로고
    • Country Analysis Briefs (UAE), 2002, http://www.eia.doe.gov/emeu/cabs/ uae.html, 20/7/2003, Page 1.
    • Country Analysis Briefs (UAE), 2002, http://www.eia.doe.gov/emeu/cabs/ uae.html, 20/7/2003, Page 1.
  • 4
    • 0000472488 scopus 로고
    • Likelihood Ratio Statistics for Autoregressive Time Series within a Unit Root
    • Dickey, D. A., and Fuller, W. A., 1981, "Likelihood Ratio Statistics for Autoregressive Time Series within a Unit Root", Econometrica, Volume 49, Pages 1022-1057.
    • (1981) Econometrica , vol.49 , pp. 1022-1057
    • Dickey, D.A.1    Fuller, W.A.2
  • 6
    • 0004477912 scopus 로고
    • Testing for Serial Correlation in Least Squares Regression-111
    • Durbin, J., and Watson, G. S., 1971, "Testing for Serial Correlation in Least Squares Regression-111", Biometrica, Volume 58, Pages 1-42.
    • (1971) Biometrica , vol.58 , pp. 1-42
    • Durbin, J.1    Watson, G.S.2
  • 7
    • 51349100730 scopus 로고    scopus 로고
    • 4, Quantitative Micro Software, LLC
    • Eviews4, (2001), Eviews4 User's Guide, Quantitative Micro Software, LLC.
    • (2001) Eviews4 User's Guide
    • Eviews1
  • 8
    • 0000480869 scopus 로고
    • Efficient Capital Markets: A Review of Theory and Empirical Work
    • May, pp
    • Fama, E. F., 1971, "Efficient Capital Markets: A Review of Theory and Empirical Work", Journal of Finance, 25, Number 2, May, pp. 383-417.
    • (1971) Journal of Finance , vol.25 , Issue.2 , pp. 383-417
    • Fama, E.F.1
  • 9
    • 51349121485 scopus 로고    scopus 로고
    • GIC, Gulf Investment Corporation, National Bank of Abu Dhabi
    • GIC, 2003a, "Methodology of the GIC Indices" Gulf Investment Corporation, National Bank of Abu Dhabi.
    • (2003) Methodology of the GIC Indices
  • 11
    • 49149136839 scopus 로고
    • Some Properties of Time Series Data and their Use in Econometric Model Specification
    • Granger, C. W. J., 1981, "Some Properties of Time Series Data and their Use in Econometric Model Specification", Journal of Econometrics, Volume 11, Pages 121-130.
    • (1981) Journal of Econometrics , vol.11 , pp. 121-130
    • Granger, C.W.J.1
  • 12
    • 0002437730 scopus 로고
    • A Test for Normality of Observations and Regression Residuals
    • Jarque, C. M., and Bera, A. K., 1987, "A Test for Normality of Observations and Regression Residuals" International Statistical Review, Volume 55, pp. 163-172.
    • (1987) International Statistical Review , vol.55 , pp. 163-172
    • Jarque, C.M.1    Bera, A.K.2
  • 13
    • 0000158117 scopus 로고
    • Estimation and Hypothesis Testing of Cointegrating Vectors in Gaussian Vector Autoregressive Models
    • Johansen, S., 1991, "Estimation and Hypothesis Testing of Cointegrating Vectors in Gaussian Vector Autoregressive Models", Econometrica, Volume 59, Pages 1551-1580.
    • (1991) Econometrica , vol.59 , pp. 1551-1580
    • Johansen, S.1
  • 15
    • 0002378331 scopus 로고
    • Critical Values for Cointegration Tests
    • R. F. Engle and C. W. J. Granger eds, Oxford University Press, Oxford, pp
    • MacKinnon, J., 1991, "Critical Values for Cointegration Tests" in R. F. Engle and C. W. J. Granger (eds), Long Run Economic Relationships, Oxford University Press, Oxford, pp. 267-276.
    • (1991) Long Run Economic Relationships , pp. 267-276
    • MacKinnon, J.1
  • 16
    • 51349168576 scopus 로고    scopus 로고
    • Oman Stock Market, 3003, Information link is; http://www.fawpir.com/ profile/omprofile.htm
    • Oman Stock Market, 3003, Information link is; http://www.fawpir.com/ profile/omprofile.htm
  • 17
    • 51349130058 scopus 로고    scopus 로고
    • is;
    • Qatar Stock Market, 2003, Information link is; http//www.indexuae.com/ Qatar/qatarcat.php?keytext=stock_exchange
    • (2003) Information link
    • Stock Market, Q.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.