Browsing Business and Economics by Author "Al-Hares, Osama"

Now showing items 1-1 of 1

Financial Integration and Portfolio Diversification: Evidence from CIVETS Stock Markets

Saleem, Kashif; Al-Hares, Osama; Ahmed, Sheraz (Scientific Research, 2016-12)

This paper investigates the extent of financial integration among a new group of six frontier markets called “CIVETS” by utilizing the multivariate GARCH framework of Engle and Kroner [1]. These countries are expected ...