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

M. F. Omran

Journal of Economic and Administrative Sciences, 2015, vol. 31, issue 2, 66-70

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.

Keywords: Risk assessment; Political instability; Arab Spring; Middle East (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eme:jeaspp:v:31:y:2015:i:2:p:66-70

DOI: 10.1108/JEAS-05-2014-0010

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