Modeling the Dynamics of the Egyptian Stock Market

مدل سازی داینامیک بازار سهام کشور مصر//// چکیده: بازار بورس کشور مصر در طول دو سال گذشته نوساناتی را تجربه کرده است. علت بروز این نوسانات دلایل متفاوتی از جمله، اقتصاد کشور مصر و همچنین عملکرد سایر بازارهای سهام کشورهای خاورمیانه بوده است. در این مقاله ما از پویایی های سیستم به عنوان ابزاری جهت بررسی عملکرد CASE30 و شاخص بازار سهام کشور مصر استفاده می نماییم در این راه حلقه های علٌی متنوعی که در تعامل با یکدیگر قرار دارند و عملکرد بازار بورس را رقم می زنند، شناسایی می نماییم. سپس این حلقه ها در یک مدل پویایی های سیستم بکار گرفته می شوند که از آن به منظور درک دلایل عملکرد این چنینی بازار بورس کشور مصر استفاده می گردد و همچنین از آن جهت توسعه سناریوهای مختلف و مدیریت عوامل متنوع تاثیرگذار بر بازار بورس مصر استفاده می گردد. ...

لینک منبع :Modeling the Dynamics of the Egyptian Stock Market

[PDF] Modeling the Dynamics of the Egyptian Stock Market - System ... https://www.systemdynamics.org/conferences/2007/.../ASKAR536.pdf‎CachedModeling the Dynamics of the Egyptian Stock Market. Mohamed Askar, Ph.D. Associate Professor. American University in Cairo. 11 Youssef El-Gindi Street. EconPapers: Modeling and Forecasting Egyptian Stock Market ... econpapers.repec.org/RePEc:erg:wpaper:0310‎CachedBy Eskandar Tooma; Abstract: This paper investigates the impact of price limits on volatility dynamics in the Egyptian Stock Exchange. A variety of. [PDF] Modeling and Forecasting Egyptian Stock Market Volatility Before ... https://erf.org.eg/wp-content/uploads/2017/04/0310_final.pdf‎CachedThis paper investigates the impact of price limits on volatility dynamics in the .... influenced the data generating process for Egyptian Stock Exchange (ESE) time ... Modeling and Forecasting Egyptian Stock Market ... - ResearchGate https://www.researchgate.net/.../46453354_Modeling_and_Forecasting_Egyptian_Stock_Market_Volatility_Before_and_After_Price_Limits This paper investigates the impact of price limits on volatility dynamics in the Egyptian Stock Exchange. A variety of mean and variance specifications in GARCH ... Volatility Modeling and Forecasting of the Egyptian Stock Market ... https://www.researchgate.net/.../228227708_Volatility_Modeling_and_Forecasting_of_the_Egyptian_Stock_Market_Index_using_ARCH_Models Volatility Modeling and Forecasting of the Egyptian Stock Market Index using ARCH ... stock market yields from Egypt and concludes that the GARCH (1,1) model is .... February 2007 · Studies in Nonlinear Dynamics & Econometrics · Impact ... [PDF] Modeling Exchange Rate Dynamics in Egypt - Scientific Research ... https://file.scirp.org/pdf/ME_2015011416095635.pdf‎CachedJan 14, 2015 ... Modeling Exchange Rate Dynamics in Egypt: ... Additionally, with regard to the link between the volatility occurring in the stock market in. Egypt ... Modeling Exchange Rate Dynamics in Egypt: Observed and ... www.scirp.org/journal/PaperInformation.aspx?paperID=53205‎Cached SimilarAdditionally, with regard to the link between the volatility occurring in the stock market in Egypt and the volatility of the exchange rate market, it is found that there ... Modeling Exchange Rate Dynamics in Egypt | Joy Deng | Pulse ... https://www.linkedin.com/.../modeling-exchange-rate-dynamics-egypt-joy-deng‎CachedJan 22, 2015 ... Modeling Exchange Rate Dynamics in Egypt ... the volatility occurring in the stock market in Egypt and the volatility of the exchange rate market, ... Emerging Markets: Performance, Analysis and Innovation - Google Books Result https://books.google.com/books?isbn=1439804508 Greg N. Gregoriou - ‎2009 - Business & Economics Given thin trading and the imperfections in emerging stock markets, nonlinear ... for these equities markets has important implications for asset pricing modeling, ... the characteristics and dynamics of the Egyptian and Tunisian stock returns.Modeling housing supply and demand using system dynamics ... www.emeraldinsight.com/doi/abs/10.1108/HCS-06-2016-0004‎CachedEgyptian housing market is facing many problems which need to be solved. ... of system dynamics (SD) modeling to analyze the market by creating a stock and ...