The Impact of UAE financial Markets Returns on Jordan Financial Market Returns

Abstract

This paper inspects the impact of United Arab Emirates financial markets returns on Jordan financial market returns. The period of research will be from January 2004 till December 2013, the data will consist of monthly real returns of each market. The analysis period of 10 years will be very convenient for this kind of research that emphasis on increasing the forecasting horizon of simple real returns in order to capture the real effect (if any).