تأثير كوفيد19 على تقلبات أسعار الأسهم

لعموري, مروان; بن طوير, نعيمة

Please use this identifier to cite or link to this item: http://dspace.univ-temouchent.edu.dz/handle/123456789/3319

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DC Field	Value	Language
dc.contributor.author	لعموري, مروان	-
dc.contributor.author	بن طوير, نعيمة	-
dc.date.accessioned	2024-03-27T09:05:01Z	-
dc.date.available	2024-03-27T09:05:01Z	-
dc.date.issued	2022	-
dc.identifier.uri	http://dspace.univ-temouchent.edu.dz/handle/123456789/3319	-
dc.description	مذكرة مقدمة ضمن متطلبات نيل شهادة ماستر أكاديمي تخصص مالية المؤسسة	en_US
dc.description.abstract	Financial markets are considered as a vital center in modern economic systems, where they play an important role in mobilizing savings and directing them towards investment, facilitating the cash flows from savers to investors, and appropriate pricing of securities through the supremacy of the supply and demand mechanism. Our thesis aims to examine the effect of the Covid-19 pandemic on the daily indices returns during the period of 02/01/2020 to 22/04/2022, our sample includes three indices S&P500, FTSE100, CAC40 in addition to volatility index. In order to achieve our investigation, we used the T-GARCH model. The main results showed the large effect of the bad news on the return’s indices fluctuation in compare with the bad news, which can be explained by the economic, financial and political instability	en_US
dc.language.iso	other	en_US
dc.publisher	University of Ain Temouchent	en_US
dc.subject	Financial markets, indices return, Covid-19, prices fluctuation, volatility index, T-GARCH model	en_US
dc.title	تأثير كوفيد19 على تقلبات أسعار الأسهم	en_US
dc.title.alternative	دراسة قياسية لعينة من المؤشرات خلال الفترة 2019 - 2022	en_US
dc.type	Thesis	en_US
Appears in Collections:	Sciences Financières et Comptabilitè

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