Ολοκλήρωση των αγορών : εμπειρική απόδειξη ανάμεσα στις μεσογειακές αγορές
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Keywords
Ολοκλήρωση χρηματιστηριακών αγορών ; Νοτιομεσογειακές χώρες ; VAR ; Impulse responses ; Granger causality ; Variance decomposition ; DF-GLS Unit Root test ; Johansen cointegration testAbstract
The following study examines the economic integration of the Southern Mediterranean markets MENA, considering the relationship with European financial markets over time. The main focus is on stock market integration and portfolio diversification in regions such as the Southern Mediterranean, Middle East and North Africa, including Egypt, Morocco, Jordan, Turkey and Tunisia. Thesis also explores the interaction and connectivity of these markets, observing their evolution and vulnerability to current fluctuations and more specifically analyzing the correlation of stock market indices of selected economies (Egypt, Morocco, Jordan, Turkey, Tunisia). In addition, having as a dependent variable the stock market indices of countries, variables such as exchange rate, political uncertainty, inflation rates and borrowing rates are included, which are likely to affect the main variable as we mentioned. Therefore, the resulting findings could provide valuable insights for investors seeking to make informed decisions about portfolio management and diversification strategies in these dynamic areas.
Postgraduate Studies Programme
Χρηματοοικονομική και Τραπεζική με ειδίκευση στη Χρηματοοικονομική και Τραπεζική ΔιοικητικήDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Χρηματοοικονομικής και Τραπεζικής ΔιοικητικήςNumber of pages
104Language
Greek
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Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα
Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα