Showing 1 - 6 of 6
This research aims to quantify the effects of fiscal policy on output in Egypt by applying a Structural Vector Autoregressive analysis on quarterly time-series from 2007/8 Q1 to 2019/20 Q4. The research investigates the channels of transmission of fiscal policy by disaggregating the SVAR to...
Persistent link: https://www.econbiz.de/10015262342
This research aims at evaluating among market risk measures to equity exposures on the Egyptian stock market, while utilising a variety of parametric and non-parametric methods to estimating volatility dynamics. Historical Simulation, EWMA (RiskMetrics), GARCH, GJR-GARCH, and Markov-Regime...
Persistent link: https://www.econbiz.de/10015266237
Persistent link: https://www.econbiz.de/10004554479
Persistent link: https://www.econbiz.de/10000583242
This research aims at evaluating among market risk measures to equity exposures on the Egyptian stock market, while utilising a variety of parametric and non-parametric methods to estimating volatility dynamics. Historical Simulation, EWMA (RiskMetrics), GARCH, GJR-GARCH, and Markov-Regime...
Persistent link: https://www.econbiz.de/10012844315
Persistent link: https://www.econbiz.de/10014424003