Auteur 1 : IFLEH Youssef


Keywords:

Covid 19 ; Event method, Abnormal return.


Abstract:

This article examines the impact of the spread of the pandemic, in the Moroccan context, on its financial market. The analysis period runs from March 01, 2019 to June 16, 2020. We use the event methodology which is primarily based on the estimation of the daily abnormal returns. The analysis is performed by identifying two periods: the estimation period and the event one. Data analysis is carried out using the Student test performed by SPSS software. The main results confirm the negative influence of the Covid-19 pandemic on the Moroccan financial market




Publié

30/06/2021

Vol. 3 No 6 (2021)

Rubrique

Articles