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Keywords = بورس اوراق بهادار تهران
Number of Articles: 3
Systemic Risk Analysis in Selected Industries of Tehran Stock Exchange: A Multivariate Quantile Regression Approach
Volume 23, Issue 77 , February 2019, , Pages 1-36
Abstract
This study examines the impact of a negative shock-attributed to a systemic risk-on the industrial indexes of the Tehran stock market using daily data form 21 January, 2008 to 22 September, 2017. Using a Vector Autoregressive for Value at Risk (VAR-VaR) and a quantile Impulse-response function that was ... Read MoreEquity Premium Puzzle in Tehran Stock Exchange: stochastic dominance approach
Volume 18, Issue 56 , October 2013, , Pages 1-40
Abstract
Read MoreStock Returns and Inflation; A Wavelet Analysis in Tehran Stock Exchange (TSE)
Volume 14, Issue 42 , April 2010, , Pages 74-55