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Econometrics
Volatility Spillovers among Financial Markets of Selected Islamic Oil-Exporting Countries: A Multivariate Factor Stochastic Volatility Model

Abbas Shakeri; Teymor Mohammadi; Zinat Zakeri

Volume 26, Issue 89 , February 2022, , Pages 37-61

https://doi.org/10.22054/ijer.2020.53106.878

Abstract
  The expansion of the globalization process has increased the relationships among financial markets in different countries, which itself has motivated investors to move among them to make more profit. Given the situation in Iran after sanctions, the possibility of investing in well-known financial markets ...  Read More