تأثير كوفيد19 على تقلبات أسعار الأسهم
| 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.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.identifier.uri | http://dspace.univ-temouchent.edu.dz/handle/123456789/3319 | |
| 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 |