Using the VIX index to test the impact of the Corona pandemic on Arab stock market indices
Article Sidebar
THIS IS AN OPEN ACCESS ARTICLE UNDER THE CC BY LICENSE
Main Article Content
Abstract
The aim of the research is to diagnose the impact of the Corona pandemic (covid-19) on the indicators of Arab financial markets , by emphasizing the behavior of investors represented by fear and insecurity in the future in light of the pandemic due to the quarantine procedures in the Arab countries, which led to the suspension of many sectors, from During a descriptive and analytical study of daily data for four Arab financial markets for the period from 2/1/2020 to 31/12/2020, where a rise in the fear index was reached for all studied markets in the same period since the announcement of the pandemic, accompanied by a sharp decline in the general index, and was affected by The Dubai market in the pandemic is the largest among the studied markets, followed by the Egyptian Stock Exchange, then the Manama and Jordan markets, The research recommended making a reference comparison of the Corona crisis with the mortgage crisis in terms of its source and ways of spreading, the latter started from a financial market crisis to an economic crisis, while the pandemic started from a health crisis to an economic and then financial markets.
Downloads
Article Details
References
اولاً. المصادر العربية:
تقرير آفاق الاقتصاد العربي-صندوق النقد العربي، الاصدار الحادي عشر، ابريل، 2020.
حمزة غربي، امحمد بن البار، عيسى بدروني، 2020، دارسة قياسية لأثر جائحة كورونا على الأسواق المالية العربية بورصة القاهرة نموذجا، مجلة الاجتهاد للدراسات القانونية والاقتصادية، المجلد 9 العدد 4.
حمزة غربي، عيسى بدروني، 2020، الأسواق المالية الأوربية في ظل جائحة كورونا دراسة تحليلية مقارنة، مجلة الاقتصاد الصناعي، المجلد 10، العدد 02
فاعور مؤمنة، 2018، مؤشر قياس الخوف VIX، مجلة الاقتصاد الاسلامي العالمية، العدد 73.
فضيلة، كشيدة، 2020، أثر جائحة فيروس كوفيد-19 على الأسواق المالية العالمية دراسة قياسية لسوق أسهم بورصة شنغهاي، مجلة نور للدراسات الاقتصادية، مجلد 6، عدد 10.
الوليد أحمد طلحة، التداعيات الاقتصادية لفيروس كورونا المستجد على الدول، العربية، صندوق النقد العربي، أبريل 2020.
ثانياً. المصادر الأجنبية:
Alzyadat Jumah Ahmad, Asffoura Evan, 2021, The Effect Of COVID-19 Pndemic On Stosj Market: An Empirical Study in Saudi Arabia, Jornal Of Asian Finance, Economics and Business, v ol.8, 5.
Jiang Jialei, Park Eun-Mi, Park Seong-Taek, 2021, The Impact of the COVID-19 on Economic Sustainability-ACase Study of Fluctuation in Stock Prices for China and South Korea, Sustainabilit y, 13, https://www.mdpi.com/journal/sustainability.
Kostas A, Galariotis E, & Spyrou S, 2017, Contagion, Volatility Persistence and Volatility Spill Overs: The Case of Energy Markets During the European Financial Crisis, Journal of Energy Economics, Vol, 66, Issue, C.
Mikhniuk Estasiia, 2020, The Impact of Covid-19 Related Restrictions on Returns Finantial Stock Market Indices, Thesis, Ma in Business and Financial Economics, Kyiv School of Economics.
Salman Asma & Ali Qaisar, 2021, Covid-19 and its impact on the stock market in GCC, Journal of Sustainable Finance & Investment,
https://doi.org/10.1080/20430795.2021.1944036.
Yousfi Mohamed, Ben Zaied Younes, Ben Cheikh Nidhaleddine, Ben Lahouel ´echir, Bouzgarrou Houssem, 2020, Effects of the COVID-19 pandemic on the US stock market and uncertainty: A comparative assessment between the first and second waves, Technological Forecasting & Social Change, 167.
Yuan-Wen & Tsai, Ichun, 2019, Black Swan Events in China's Stock Markets: Intraday Price Behaviors on Days of Volatility, International Review of Economics & Finance, Volume 59.
Yurttançıkmaz Ziya Çağlar, Özdemir Dilek, Emsen Ömer Selçuk, Yalçınkaya Ömer, 2021, Is Turkey's Stock Market More Affected by Covid-19 Indicators at National Scales or Global Scales, International Journal of Society Researches, Vol17, 10.
ثالثاً. الانترنيت:
اتحاد المستثمرين العرب https://www.arabinvest.net
صندوق النقد العربي https://www.amf.org.ae
موقع مستثمر https://www.investing.com
صندوق النقد الدولي mailto:https://www.imf.org