Modeling Asymmetric Volatility Spillover between Exchange Rates and Stock Markets in Egypt: A Dynamic Conditional Correlation GARCH Approach
This study examines the asymmetric volatility transmission in addition to the dynamic correlation between the Egyptian Stock Market (EGX30) and the EGP/USD currency pair following the 2016 currency flotation. By utilizing the GJR-DCC-GARCH model on the daily information from 2012 to 2023, the author...
I tiakina i:
| Kaituhi matua: | |
|---|---|
| Hōputu: | Artigo |
| Reo: | Árabe |
| I whakaputaina: |
جامعة الزقازيق، کلية التجارة
2026-01-01
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| Rangatū: | Maǧallaẗ Al-Buḥūṯ Al-Tiǧāriyyaẗ |
| Ngā marau: | |
| Urunga tuihono: | https://zcom.journals.ekb.eg/article_476894_c0d22040bb0aae9a33ee9b70566d9550.pdf |
| Ngā Tūtohu: |
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
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