Get 20M+ Full-Text Papers For Less Than $1.50/day. Start a 14-Day Trial for You or Your Team.

Learn More →

Risk assessment of the Egyptian stock market in the wake of the Arab Spring

Risk assessment of the Egyptian stock market in the wake of the Arab Spring Purpose – The purpose of this paper is to shed some light on the Egyptian stock market and its macroeconomic environment in the wake of the Arab Spring. Design/methodology/approach – The paper examines whether the averages of the EGX30 index price changes in addition to key macroeconomic variables are statistically significant pre and post Arab Spring. Findings – High inflation in the period up to the Arab Spring was a major contributing factor for the uprising. The solutions for the EGX30 index troubles are political and macroeconomic. Originality/value – The variables examined pre and post Arab Spring are EGX30 returns, EGX30 total market value, US$ reserves kept at the Egyptian Central Bank, US$ to Egyptian pounds exchange, and inflation. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Journal of Economic and Administrative Sciences Emerald Publishing

Risk assessment of the Egyptian stock market in the wake of the Arab Spring

Download PDF
5 pages

Loading next page...
 
/lp/emerald-publishing/risk-assessment-of-the-egyptian-stock-market-in-the-wake-of-the-arab-tiKqGHbw0o
Publisher
Emerald Publishing
Copyright
Copyright © Emerald Group Publishing Limited
ISSN
1026-4116
DOI
10.1108/JEAS-05-2014-0010
Publisher site
See Article on Publisher Site

Abstract

Purpose – The purpose of this paper is to shed some light on the Egyptian stock market and its macroeconomic environment in the wake of the Arab Spring. Design/methodology/approach – The paper examines whether the averages of the EGX30 index price changes in addition to key macroeconomic variables are statistically significant pre and post Arab Spring. Findings – High inflation in the period up to the Arab Spring was a major contributing factor for the uprising. The solutions for the EGX30 index troubles are political and macroeconomic. Originality/value – The variables examined pre and post Arab Spring are EGX30 returns, EGX30 total market value, US$ reserves kept at the Egyptian Central Bank, US$ to Egyptian pounds exchange, and inflation.

Journal

Journal of Economic and Administrative Sciences – Emerald Publishing

Published: Nov 16, 2015

There are no references for this article.