Monetary policy and stock market performance index in Egypt, a standard study using ARDL approach
by Mohamed A. Saber
International Journal of Knowledge-Based Development (IJKBD), Vol. 12, No. 2, 2021

Abstract: The examination is expected to dissect the effect of financial arrangement factors on Egypt's securities exchange execution list from January 2010 to December 2019 utilising the ARDL Approach. The examination found that the time arrangement of factors through the ADF test (augmented Dickey-Fuller) test was stationary when the main contrast. The limits test was performed ARDL approach to check the factors' trustworthiness over the long haul. The examination found a drawn outbalance connection between the financial exchange list in Egypt. What's more, the financial approach factors incorporate the unfamiliar swapping scale, cash supply, momentary loan cost, and swelling rate. The blunder remedy model (ECM) was utilised, and the estimation of its coefficient was negative and critical, which affirms the presence of a co-combination connection between the examination factors. The model's legitimacy was approved for assessment by utilising the Serial relationship LM test, the heteroscedasticity test, and the histogram - normality trial of residuals utilising the Jaque-Bera test.

Online publication date: Thu, 24-Mar-2022

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