أثر أزمة 2008 على عائد البورصة : دراسة تحليلية قياسية لبورصة باريس باستخدام نموذج GARCH

Abstract EN

GARCH.

The fall of stock market indices and consumers' disappointment for job loss were the results of subprime mortgage crisis.

These effects were the concern of stock exchanges, except some stock exchanges in some countries which offered opportunities of buying stock exchanges in good prices.

To explain this phenomenon, we thought it is useful to examine the relationship of economic circles to market cycles in order to assess the major economic trends of the crisis.

The proposed model 'GARCH', which was applied to the listing of CAC 40 index to identify its return, explains statistically that the global financial crisis had a negative impact on return.