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Register a new userأثر تقلبات أسعار الصرف في المؤشر العام لأسعار الأسهم دراسة تطبيقية في سوق دمشق للأوراق المالية للمدة (2011-2015)
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طلال سليمان( باحث )
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يهدف هذا البحث إلى معرفة أثر تقلبات سعر صرف الليرة السورية ، في المؤشر العام لأسعار أسهم الشركات ، المدرجة في سوق دمشق للأوراق المالية و توضيح نوع العلاقة بين تلك التقلبات و المؤشر العام لأسعار الأسهم، و قد تم الاستعانة بنماذج الانحدار الخطي البسيط و المتعدد و سببية جرانجر لاختبار العلاقة بين سعر الصرف و المؤشر العام لأسعار الأسهم في سوق دمشق للأوراق المالية للفترة 2011-2015.
This research aims to investigate the impact of fluctuations in the exchange rate of the Syrian pound on the general index of the prices of shares of companies listed in the Damascus Securities Exchange, and clarify the type of relationship between these fluctuations and general share price index,using the linear regression models simple and multiple, and vector autoregressive (VAR) model of error correction (VECM) and Granger causality to test the relationship between the exchange rate and the general share price index in the Damascus Securities Exchange for the period 2011-2015.
References used
الحويماتي، فهد، "المال والاستثمار في الأسواق المالية" طبعة ثانية، دار الهلال . للاوفست، 2006
الدسوقي، إيهاب، "اقتصاديات كفاءة البورصة"، طبعة أولى، دار النهضة، 2000
سعد، احمد،" بورصة الأوراق المالية"، طبعة أولى، جامعة القاهرة، 2004.
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This study aimed to test the effect of fluctuations in the exchange rates of the Syrian pound on the values of the shares of the 22 joint stock companies listed in the Damascus Securities Exchange. The four main currencies that make up the basket of
currencies were chosen, namely the US dollar, the euro, the British pound and the Japanese yen, through which the exchange rate of the Syrian pound against the rest of the currencies is determined.
This study sought to investigate the effect of price limits on the
volatility of stock returns on the Damascus Stock Exchange. Where
the study period divided into two periods the first test period
3/3/2009 and until 23/6/2011, the second test period 13/2/2011 until
30/3/2017. Using the model (1,1) GARCH.
This study sought to find out whether there is any significant relationship between
the in trading volume shares of Syrian companies listed in the Damascus market Securities
Exchange, and Volatility of stock returns monthly in that market, during t
he period 1-1-
2010 till 31-8-2014, and to discover what kind of that relationship (positive or negative
correlation) in order to give appropriate weight to them for interpreting fluctuations in the
volume of trading in the stock Damascus market Securities Exchange, or for predicting.
When using the method of Nonlinear regression analysis method GARCH(1,1) to process
the data related to Return on the stock in DSE we found that the relationship between the
trading volume shares and volatility of stock returns wasn't statistically significant. This
volatility in stock returns mustn't be taken into account as an important factor when trying
to explain the reasons for fluctuations in trading volume market or when predicting.
هدفت هذه الدراسة إلى اختبار أثر بعض المتغيرات الاقتصادية الكلية على أسعار
الأسهم في سوق دمشق للأوراق المالية ، و تلك المتغيرات هي معدل التضخم و سعر
الصرف ، و شملت عينة الدراسة قيم مؤشر سوق دمشق للأوراق المالية و معدلات
التضخم الشهرية و سعر صرف الل
يرة السورية لسلسلةٍ زمنيةٍ شهريةٍ تمتد من شهر كانون
الثاني لعام 2011 م إلى شهر كانون الأول لعام 2013 م.
The research is based on the main idea that the profits
themselves, as many shareholders, lenders and investors think,
are not a true measure of the quality of a company's profits.
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