The linkage between U. S. yield curve and mena's stock exchange performance
Dissertant
Thesis advisor
University
Al Akhawayn University
Faculty
The School of Business Administration
University Country
Morocco
Degree
Master
Degree Date
2015
English Abstract
Economists typically used yield curve’s shape to predict an increase or a decrease in real economic activity for decades.
Moreover, the yield curve gained more popularity since 1989 when Harvey confirmed that the last U.S.
five recessions were signaled, one year before on average, by the yield curve’s inversion.
This paper sheds light on the linkage between the term spread of U.S.
and stock market performance in MENA region using the DCC-GARCH (Dynamic Conditional Correlation - General Autocorrelation Conditional Heteroscedasticity).
Using data for the period investigated is from 2004 to 2014 for 10 MENA’s countries, the analysis revealed that there is weak correlation between term spread and stock exchange performance.
Moreover, the Gulf countries have a higher correlation than the North African ones.
Main Subjects
Financial and Accounting Sciences
Topics
No. of Pages
81
Table of Contents
Table of contents.
Abstract.
Chapter One : Introduction.
Chapter Two : Literature review.
Chapter Three : Research design and methodology.
Chapter Four : Data description.
Chapter Five : Results and discussion.
Chapter Six : Theoretical and Practical Implications.
Chapter Seven : Conclusion.
Chapter Eight : Limitations.
References.
American Psychological Association (APA)
Hadili, Muhammad. (2015). The linkage between U. S. yield curve and mena's stock exchange performance. (Master's theses Theses and Dissertations Master). Al Akhawayn University, Morocco
https://search.emarefa.net/detail/BIM-627958
Modern Language Association (MLA)
Hadili, Muhammad. The linkage between U. S. yield curve and mena's stock exchange performance. (Master's theses Theses and Dissertations Master). Al Akhawayn University. (2015).
https://search.emarefa.net/detail/BIM-627958
American Medical Association (AMA)
Hadili, Muhammad. (2015). The linkage between U. S. yield curve and mena's stock exchange performance. (Master's theses Theses and Dissertations Master). Al Akhawayn University, Morocco
https://search.emarefa.net/detail/BIM-627958
Language
English
Data Type
Arab Theses
Record ID
BIM-627958
