قياس أثر مكونات مخاطر البلد الاقتصادية على عوائد مؤشر السوق في البورصات العربية الحدودية، خلال الفترة 2007-2017

الملخص EN

This paper aimed at measuring the components of economic country risks on the market index returns in the Arab frontier exchanges (Bahrain, Jordan, Kuwait, Morocco, Oman, Tunisia, and Lebon, basing on the yearly data for the period 2007- 17.

In so doing, time-series cross-section models have been applied with reliance on the economic country risk components the International Country Risk guide (ICRG).

Finding show that markets index return gets impacted by the risks related to the indexes of inflation and gross income per head.