Impact of changing the monetary policy in egypt

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Reference no: EM131579934

How to conduct this event study?

This event study is trying to know what is the impact of changing the monetary policy in Egypt and how this affect the Egyptian stock market. The strategy in our research is to concentrate on 125 days for our event study and the data for the stocks w will select it will be 15days before the event and 10 days after the event. The first -120 days will be estimated window and from -5 to +10 will be the event window.

This event study as enclosed. It aims to study the impact of changes in the monetary policy in Egypt on Egyptian stock market. I have a methodology as detailed in attachment. Let me know if you can do it as mentioned? Instead of CAPM model, I want to use market model followed by T tests in gretl.

Attachment:- Event Study.rar

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Event study is performed. Event study is the process of finding the impact of an event. Here the event study is performed to find whether the change in monetary policy in Egypt has changed the performance of the stock in Egypt. Real Estate data provided is taken for analysis. Two hypothesis are taken to prove the results of the event study. Here Grtel Software is used for statistical analysis. Two sectors are taken for comparison. 120 days is taken for estimation and analysis is done using sample means T-test and the results are produced in the form of graphical representation and findings are explained below every screenshots provided.

Reference no: EM131579934

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Reviews

inf1579934

8/10/2017 5:38:11 AM

Ask him to give me the bank sector now that he is finally started working on it. So I will know that he knows what to do. He has to use market model and t tests to find the effect of monetary policy on each bank individually and then with each company in real estate sector. I am writing it again clearly. Also, tell the expert he has to take screenshot of xcel sheet i sent him by adding the market model there and showing the calculations in there.

inf1579934

8/10/2017 5:23:09 AM

There are two links this is exactly what i want to do but the second video i want only the things related to the market model (one-factor model ) and please try to mention why we use market model. 1)https://www.youtube.com/watch?v=D-qDASZuLbE 2)https://www.youtube.com/watch?v=5N-A-rGz4yA I am attaching my data of 2 industry sectors banks and real estate. 24481511_1Price History egx100.xlsx 24481511_2real estate data.xlsx 24481511_3Banks Data.xlsx we need ref paper for market model.he/she will get good mark. don't worry about anything. Would this work? 24481530_1event study.pdf PFA the feedback and make the changes asap please. 24481573_1Feedback.doc Please tell him to use Harvard style of referencing while he writes another 2000 words for findings. The writer has to write in report form. He has to write the findings and their meaning. Tell him he needs to draw charts and diagrams to communicate the findings to compare the 2 sectors

inf1579934

8/10/2017 5:10:37 AM

The provided work was in the budget of mine and it was very useful and pocket friendly for me. Actually I spoke to my professor and he demands to see my methodology of 2000 words first. So I wanted my order to break into 2 parts of 2000 words each. However, the same writer does the project. and once he approved of methodology we proceed for analysing data. PFA regarding methodology. -there are two links this is exactly what i want to do but the second video i want only the things related to the market model (one-factor model ) and please try to mention why we use market model. 1)https://www.youtube.com/watch?v=D-qDASZuLbE 2)https://www.youtube.com/watch?v=5N-A-rGz4yA PFA regarding methodology.

len1579934

7/26/2017 4:56:57 AM

Hi, I am doing this event study as enclosed. It aims to study the impact of changes in the monetary policy in Egypt on Egyptian stock market. I have a methodology as detailed in attachment. Let me know if you can do it as mentioned? Instead of CAPM model, I want to use market model followed by T tests in gretl. Let me know if you can do it and before I attach my data I would like for you to give me a step wise description as in how you will proceed. Thanks

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