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http://dspace.univ-temouchent.edu.dz/handle/123456789/5295Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | عبدة, عز الدين | - |
| dc.contributor.author | باغلي, أحمد | - |
| dc.date.accessioned | 2024-09-26T08:08:28Z | - |
| dc.date.available | 2024-09-26T08:08:28Z | - |
| dc.date.issued | 2020 | - |
| dc.identifier.uri | http://dspace.univ-temouchent.edu.dz/handle/123456789/5295 | - |
| dc.description.abstract | This study aims to know if the financial efficiency is changing over time or it is always and how it affects International crises on efficiency financial markets, Where the study included 3 emerging Arab stock exchanges (Qatar, Dubai, Saudi Arabia) with general indicators (TASI, QSI, DFMGI) By testing the stability of time series ، by testing the unitary roots (ADF, PP, KPSS) and the model (HURST exponent) During t he time period ) January 02, 2014 to April 30, 2020 ( . The study found that the efficiency of the variable component over time , Also the financial markets (Saudi Arabia, Dubai, Qatar) It has not efficiency financial at the weak level during this period , T he studied markets are also affected greatly by international crises, for example the oil crisis and the Koruna crisis (Covid 19) | en_US |
| dc.language.iso | other | en_US |
| dc.publisher | University of Ain Temouchent | en_US |
| dc.subject | Financial Market Efficiency, Root Test, Hurst exponent, International Crises | en_US |
| dc.title | تحليل ديناميكية كفاءة الأسواق المالية | en_US |
| dc.type | Thesis | en_US |
| Appears in Collections: | Sciences Economiques | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| document(12).pdf | 12,7 MB | Adobe PDF | View/Open |
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