Section A: Middle East North Africa (MENA)-Gulf Cooperation Council (GCC)
Chapter 1: Herding in Middle Eastern Frontier Markets: Are Local and Global Factors Important?
Chapter 2: An Application of Style Analysis to Middle East and North African (MENA) Hedge Funds
Chapter 3: Stock Prices and Crude Oil Shocks: The Case of GCC Countries
3. Methodology: Event Study and the Market Model
4. Empirical Results and Analysis
Section B: Risk and Diversification
Chapter 5: Are Frontier Markets Worth the Risk?
Chapter 6: Nuances of Investing in Frontier Equity Markets
1. The Frontier Market Paradigm
2. Frontier Market Performance
4. A Better Measure of Frontier Market Returns
5. Individual Countries Versus Baskets
Chapter 7: Measuring Market Risk in the Light of Basel III: New Evidence From Frontier Markets
3. Value at Risk and the Capital Requirement for Market Risks
4. The Results of the Empirical Analysis
2. Selective Review of the Literature
1. Introduction and Literature
2. Frontier Markets and Their Regional Differences
3. Data and Descriptive Statistics
Chapter 10: Stock Index Return Predictability in Frontier Markets: Is It There?
4. In-Sample Return Predictability
5. Out-of-Sample Stock Return Forecasts
6. Economic Significance of Stock Return Forecasts
7. Country Characteristics and Forecast Performance
Section C: Comparative Studies
Chapter 11: Impact of US Federal Reserve Policies on Frontier Markets
2. MSCI Indices on Frontier Markets
3. Spillover Effect Testing in GARCH in Mean Framework and Granger Causality
4. Conclusions and Further Research
Chapter 13: Frontier Market Investing: What’s the Value Add?
4. Frontier Markets—Univariate Regime Switching Application
Chapter 14: Empirical Assessment of the Finance–Growth Nexus in Frontier Markets
3. Empirical Literature on Frontier Markets
Chapter 15: Mergers and Acquisitions in Frontier Markets: A Comparative Analysis
Chapter 16: Impact of Remittances on Frontier Markets’ Exchange Rate Stability
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