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Author = Hosseinioun, Niloufar Sadat

Number of Articles: 1
Volatility Transmission of the Rate of Returns in Iranian Stock, Gold and Foreign Currency Markets

Niloufar Sadat Hosseinioun; Mehdi Behname; Taghi Ebrahimi Salari

Volume 21, Issue 66 , April 2016, , Pages 123-150

https://doi.org/10.22054/ijer.2016.7049

Abstract
  The aim of this paper is to study volatility spillovers among stock, gold and exchange rate markets. A “VAR–MGARCH” model was applied for Iranian financial markets for the period of March 21, 2011 to September 22, 2014. The data used are daily price of Bahar Azadi Coin, Tehran price ...  Read More