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Emerging Markets Reward Risk: Empirical Evidence from MENA during 2008 Financial Crisis

Emerging Markets Reward Risk: Empirical Evidence from MENA during 2008 Financial Crisis

Salim Lahmiri, Stephane Gagnon
Copyright: © 2016 |Volume: 7 |Issue: 3 |Pages: 12
ISSN: 1947-8305|EISSN: 1947-8313|EISBN13: 9781466691001|DOI: 10.4018/IJIDE.2016070104
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MLA

Lahmiri, Salim, and Stephane Gagnon. "Emerging Markets Reward Risk: Empirical Evidence from MENA during 2008 Financial Crisis." IJIDE vol.7, no.3 2016: pp.65-76. http://doi.org/10.4018/IJIDE.2016070104

APA

Lahmiri, S. & Gagnon, S. (2016). Emerging Markets Reward Risk: Empirical Evidence from MENA during 2008 Financial Crisis. International Journal of Innovation in the Digital Economy (IJIDE), 7(3), 65-76. http://doi.org/10.4018/IJIDE.2016070104

Chicago

Lahmiri, Salim, and Stephane Gagnon. "Emerging Markets Reward Risk: Empirical Evidence from MENA during 2008 Financial Crisis," International Journal of Innovation in the Digital Economy (IJIDE) 7, no.3: 65-76. http://doi.org/10.4018/IJIDE.2016070104

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Abstract

The relationship between risk and return in Middle East and North Africa (MENA) region stock markets is estimated during 2008 international financial crisis; including Jordan, KSA, Morocco, and Turkey. For comparison purpose, stock markets from Europe are also examined; including, FTSE (UK), CAC40 (France), DAX (Germany), and the Swiss market. The empirical findings show evidence that; contrary to European stock markets; MENA region stock markets generally reward risk during 2008 financial crisis. This result is important for international asset managers and investors to consider investing in emergent markets from MENA region.

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