The Contagion of Global Financial Crisis on Exchange Rate Volatility in Iran: Copula-GARCH Approach

An important subject in the field of global economy is the financial crisis contagion on various markets. Given the expansion of trade relationships among different countries, proving the existence of contagion will facilitate policymaking in times of crisis. The present article tries to find the an...

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Bibliographic Details
Main Authors: Fakhri Mirshojaee, Nasser Elahi, Mohsen Seighali
Format: Article
Language:fas
Published: Allameh Tabataba'i University Press 2022-12-01
Series:فصلنامه پژوهش‌های اقتصادی ایران
Subjects:
Online Access:https://ijer.atu.ac.ir/article_14450_ee51d9cbf2ded891505824fffae8ed46.pdf