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/
    
     
 
       

Author Related Publications

  • 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

Department Related Publications

  • 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
  • Zaki Mahmoud Zaki Sakr, "دراسة تحليلية لمدى ادراك المديرين بمستشفيات جامعة الزقازيق للمدخل المتكامل لرأس المال الفكرى: نموذج مقترح" .", كلية التجارة ببنها., 2010 More
  • Zaki Mahmoud Zaki Sakr, "Organizational Justice And its impact on Organizational Citizenship Behaviors: An empirical study on the domestic management units' managers in sharkeya governorate", كلية التجارة ببنها., 2013 More
  • Samia Elsayed Mahmoud Muhamed, "أثر السخرية التنظيمية على الاحتراق الوظيفي في الوحدات الحكومية بمحافظة الشرقية", مجلة كلية التجارة للبحوث العلمية، كلية التجارة، جامعة الإسكندرية, 2018 More
  • omnia Abdelaziem Abdelhaliem Helal, "A Moderation and Mediation Model of Social Media Marketing and Brand Loyalty Among Smartphone Users in Egypt", International Journal of Customer Relationship Marketing and Management, 2021 More
Tweet