اختبار درجة التكامل المالي بين دول الشرق الأوسط و شمال إفريقيا خلال الفترة من 2000-2017

Abstract EN

the study aims to measure financial integration between stock markets in a group of countries in the Middle East and North Africa, and to examine their integration with international markets by trying to identify structural shocks in the most important Stock market indices for the region using weekly data between 2000 and 2017.

The study concluded that there is a relationship between the financial markets in the region, also concluded that the global financial crisis is the most important event that leads to change in the financial markets movement in MENA region as the result of spillover effect.