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Author = Dehbashi, Vahid

Number of Articles: 1
The Responses of Stock, Gold and Foreign Exchange Markets to Financial Shocks: VAR-MGARCH Approach

Vahid Dehbashi; Teymour Mohammadi; Abbas Shakeri; Javid Bahrami

Volume 25, Issue 83 , July 2020, , Pages 1-27

https://doi.org/10.22054/ijer.2020.44248.774

Abstract
  The aim of this paper is to investigate the responses of stock, gold and foreign exchange markets in Iran, with an emphasis on the spillover volatility effects. For this purpose, the rate of return of variables is calculated by using the daily data of Tehran Stock Exchange price index, exchange rate ...  Read More