Proposing a model for transmitting oil market fluctuations to parallel financial markets (DCC-GARCH approach)
A major factor in the Iranian stock market is the risk-taking of the economy. The stock index falls when the economy is at higher risk, either by protests or the possibility of war. The present study was conducted to investigate the existence of fluctuations in the currency, stock, gold, and oil mar...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2022-09-01
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| Series: | Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān |
| Subjects: | |
| Online Access: | https://jiee.atu.ac.ir/article_15523_e1c3ad13623ed80bfe6186a61caa3c5d.pdf |