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Main Subjects = Health Economics

Number of Articles: 1
Health Economics
Investigation of the Effect of Coronavirus Outbreak on Iran Stock Market by Considering Regime Changes

Soheil Roudari; Masoud Homayounifar

Volume 26, Issue 87 , July 2021, , Pages 195-227

https://doi.org/10.22054/ijer.2020.51202.851

Abstract
  The present study investigates the effect of coronavirus outbreak and exchange rate and oil price variables on the stock market index using  Markov Switching model during the period 1398/11/30 – 1399/03/27. The results show that exchange rate growth has no significant effect in the high regime ...  Read More