أهمية استخدام الأساليب الكمية والنماذج الإحصائية في الأسواق المالية
| dc.contributor.author | شريط, صلاح الدين | |
| dc.date.accessioned | 2019-02-27T08:04:13Z | |
| dc.date.available | 2019-02-27T08:04:13Z | |
| dc.date.issued | 2016 | |
| dc.description.abstract | In this paper, we measure contagion phenomenon between foreign exchange markets during Subprime crisis &Eurozone crisis using daily data from 03/01/2005 to 03/09/2015 for twenty countries used different regimes exchange rate by employing DCC MGARCH model. In contrast, we concluded of all exchange rates returns series influenced by the contagion effects come from USA and euro area over 2007-2012 periods. The main finding indicates that volatility persistence is higher correlation in the free exchange rate than manager and beg exchange regimes. | en_US |
| dc.identifier.uri | http://dspace.univ-msila.dz:8080//xmlui/handle/123456789/9754 | |
| dc.publisher | جامعة المسيلة | en_US |
| dc.title | أهمية استخدام الأساليب الكمية والنماذج الإحصائية في الأسواق المالية | en_US |
| dc.type | Article | en_US |
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