VOLATILITY SPILLOVER BETWEEN USA AND EGYPTIAN CAPITAL MARKETS

Faculty Commerce Year: 2015
Type of Publication: ZU Hosted Pages:
Authors:
Tamer Mohamed Hassan Ibrahiem Shahwan
Journal: scholdge interational journal of maagement & development scholdge interational journal of maagement & development Volume:
Keywords : VOLATILITY SPILLOVER BETWEEN , , EGYPTIAN CAPITAL MARKETS    
Abstract:
This paper investigates volatility spillover among the capital markets of USA and Egypt by applying the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model and multivariate regression analysis. During the period from 01/
    
     
 
       

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  • Tamer Mohamed Hassan Ibrahiem Shahwan, "The effects of corporate governance on financial performance and financial distress: evidence from Egypt", Corporate Governance: The international journal of business in society, 2015 More
  • Tamer Mohamed Hassan Ibrahiem Shahwan, "A Comparison of Bayesian Methods and Artificial Neural Networks for Forecasting Chaotic Financial Time Series", Journal of Statistics Applications & Probability, 2012 More
  • Tamer Mohamed Hassan Ibrahiem Shahwan, "The association between disclosure level and cost of capital in an emerging market: evidence from Egypt", Afro-Asian J. Finance and Accounting, 2014 More
  • Tamer Mohamed Hassan Ibrahiem Shahwan, "Academic Risk Measures and Audit Qualifications: Evidence from Egypt", Journal of Emerging Trends in Economics and Management Sciences, 2015 More
  • Tamer Mohamed Hassan Ibrahiem Shahwan, "Efficiency analysis of GCC academic libraries: an application of data envelopment analysis", Performance Measurement and Metrics, 2013 More

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  • Abeer Osman Abdelazez Ataallah, "The Factors Affect Organizational Knowledge Creation Processes in the Egyptian Manufacturing Environment: a comparative Study", كلية التجارة - جامعة الزقازيق, 2014 More
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