Financial markets integration between Morocco and France : Implications on international portfolio diversification
Dissertant
Thesis advisor
University
Al Akhawayn University
Faculty
The School of Business Administration
University Country
Morocco
Degree
Master
Degree Date
2011
English Abstract
This research investigated the degree of financial markets integration between Morocco and France and its subsequent implications on portfolio diversification.
The advanced analysis showed that there is no evidence of integration between the two countries.
The linkage between the two equity markets is very small showing small and stationary correlations over the ten years period being studied.
Data used are daily returns of MASI index (for Morocco) and daily returns of CAC40 (for France) over a ten years period from January1st , 2000 to December 31st ,2009.
Morocco, as an emerging country can take advantage from this small financial integration with France and act as a portfolio diversification destination to European investors.
Main Subjects
Topics
No. of Pages
41
Table of Contents
Table of contents.
Abstract.
Chapter One : Introduction and background.
Chapter Two : Literature review.
Chapter Three : Methodology.
Chapter Four : Data description.
Chapter Five : Results and analysis.
Conclusion.
References.
American Psychological Association (APA)
Busfihah, Hajar. (2011). Financial markets integration between Morocco and France : Implications on international portfolio diversification. (Master's theses Theses and Dissertations Master). Al Akhawayn University, Morocco
https://search.emarefa.net/detail/BIM-626167
Modern Language Association (MLA)
Busfihah, Hajar. Financial markets integration between Morocco and France : Implications on international portfolio diversification. (Master's theses Theses and Dissertations Master). Al Akhawayn University. (2011).
https://search.emarefa.net/detail/BIM-626167
American Medical Association (AMA)
Busfihah, Hajar. (2011). Financial markets integration between Morocco and France : Implications on international portfolio diversification. (Master's theses Theses and Dissertations Master). Al Akhawayn University, Morocco
https://search.emarefa.net/detail/BIM-626167
Language
English
Data Type
Arab Theses
Record ID
BIM-626167
