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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

Naser Khiabani; ehsan mohammadian nikpey

Volume 23, Issue 77 , February 2019, , Pages 1-36

https://doi.org/10.22054/ijer.2018.10146

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 More
Stock Returns and Inflation; A Wavelet Analysis in Tehran Stock Exchange (TSE)

Saeed Moshiri; Kamran Pakizeh; Manoochehr Dabirian; Abolfazl Jafari

Volume 14, Issue 42 , April 2010, , Pages 74-55

Abstract
  Investors in stock markets are concerned about the inflation effect on their returns. However, the impact varies based on investment horizons.  Since investors have different attitudes and diverse investment horizons, studying the relationship between inflation and stock returns in different time ...  Read More