مجلة أداء المؤسسات الجزائرية
Volume 1, Numéro 2, Pages 141-162

التحليل القياسي لاستجابة مؤشرات الأسواق المالية لديناميكية مؤشر "داو جونز" الصناعي

الكاتب : غراية زهير . ترقو محمد .

الملخص

The aim of this paper to study and analyze the behavior of financial market indicators of France, Kuwait, Morocco, for a dynamic index "Dow Jones" industrial, this study concluded, relationship of co-integration between the three indicators and the Dow Jones using a test "Johansen" and "Engel-Granger," was estimated error correction models and determine the coefficient of adjustment, then the strong response to the indicator "CAC 40" shocks to the index "Dow Jones" while the weakness of this response to the indication of shocks financial market Kuwait and Morocco.

الكلمات المفتاحية

Financial markets indicators, "Dow Jones" industrial indicator, Co-intégration, error correction models, response fonction.