Co-Integration Testing, Using the Johansen Method, Between General Indicators of Some Arab Financial Markets in Asia
Author(s) -
Ateyah Mohammad Alawneh
Publication year - 2019
Publication title -
international journal of asian social science
Language(s) - English
Resource type - Journals
eISSN - 2226-5139
pISSN - 2224-4441
DOI - 10.18488/journal.1.2019.92.213.228
Subject(s) - capital market , financial market , augmented dickey–fuller test , economics , financial integration , order (exchange) , business , financial economics , financial system , finance , cointegration , econometrics
Article History Received: 31 October 2018 Revised: 5 December 2018 Accepted: 2 January 2019 Published: 28 January 2019
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom