Using Wavelet Approach to Analyze Exchange Rate Exposure Puzzle: Evidence from Tehran Stock Exchange
In this paper we examine the relationship between exchange rate movements and stock return (Firm value), which is known as Exchange Rate Exposure, using a Time-Scale approach in different sectors of Tehran Stock Exchange (TSE). In this regard, we decompose the exchange rate percent changes and...
| Автори: | , |
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| Формат: | Стаття |
| Мова: | fas |
| Опубліковано: |
Allameh Tabataba'i University Press
2012-09-01
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| Серія: | فصلنامه پژوهشهای اقتصادی ایران |
| Предмети: | |
| Онлайн доступ: | https://ijer.atu.ac.ir/article_2785_872b2b6f124cf7dc90f0fcbdac0af08a.pdf |