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Financial shocks and their effect on the difference between the closing price of the Iraqi and Damascus markets for securities: a standard study using the ARCH family) during the period (2/1/2013 - 30/6/2016
الصدمات المالية واثرها عمى تباين سعر الاغلاق لسوقي الع ا رق ودمشق للاو ا رق المالية :د ا رسة قياسية باستخدام أسرة ARCH) - )2016/6/30 2013/1/ ( خلال الفترة: )

Authors: عادل منصور فاضل --- مصطفى جبار احمد
Journal: AL-Anbar University journal of Economic and Administration Sciences مجلة جامعة الانبار للعلوم الاقتصادية والادارية ISSN: 19988141 Year: 2017 Volume: 9 Issue: 18 Pages: 102-117
Publisher: University of Anbar جامعة الانبار


This study examines the effect of the positive and negative financial shocks on the variation closing prices of the Iraq market and Damascus Securities based on daily closing prices that start from (02.01.2013 - 30.06.2016) data, using asymmetric models (ARCH) and (GARCH ), and models of asymmetric (TGARCH), the study found that the closing prices of both markets has been affected by negative shocks, but the closing prices for the market less vulnerable to Damascus (variation) of negative shocks from the closure of the Iraq market prices. According to the model (TGARCH) show that γ (α + β) was (0.917) of the closing prices in the Iraqi market, in the Damascus market, the (α + β) γ was (0.401).

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