daily Egyptian stock index EGX30 response to monetary policy announcements

REPLICATION PACKAGE FOR: "How Does the Egyptian Stock Market Return Respond to Monetary Policy Announcements?" AUTHORS: Hassan Mounir ElSady, Hosni Hamdy, Ahmed Sameh Zaghloul, Doaa Samy Seddik CONTENTS: 1. methodology.xlsx - Original data (2005-2023) 2. replication_code.do - Stata code to reproduce all tables 3. README.txt - This file 4. RUN_INSTRUCTIONS.txt - How to run the code DATA SOURCES: 1. EGX30 returns: Egyptian Exchange 2. Policy announcements: Central Bank of Egypt 3. Analyst forecasts: Thomson Reuters 4. Exchange rates: Central Bank of Egypt CONTACT: Ahmedzaghloul228@gmail.com DATE: December 2025