استخدام مؤشر VIX في اختبار تأثير جائحة كورونا على مؤشرات أسواق الأوراق المالية العربية

Abstract EN

The aim of the research is to diagnose the impact of the Corona pandemic (covid-19) on the indicators of Arab financial markets, by emphasizing the behavior of investors represented by fear and insecurity in the future in light of the pandemic due to the quarantine procedures in the Arab countries, which led to the suspension of many sectors, from During a descriptive and analytical study of daily data for four Arab financial markets for the period from 2/1/2020 to 31/12/2020, where a rise in the fear index was reached for all studied markets in the same period since the announcement of the pandemic, accompanied by a sharp decline in the general index, and was affected by The Dubai market in the pandemic is the largest among the studied markets, followed by the Egyptian Stock Exchange, then the Manama and Jordan markets, The research recommended making a reference comparison of the Corona crisis with the mortgage crisis in terms of its source and ways of spreading, the latter started from a financial market crisis to an economic crisis, while the pandemic started from a health crisis to an economic and then financial markets.