The Effect of Crude Oil Price Volatility on Volatility in Tehran Stock Market GARCH Multivariate Approach
Oil is one of the strategic commodities in any country because it is an important input of production process. According to negative impact of oil price fluctuations on the various sectors of the Iranian economy, stock market performance is an obstacle for investors based on results and performance...
| Glavni autori: | , |
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| Format: | Članak |
| Jezik: | fas |
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Allameh Tabataba'i University Press
2016-03-01
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| Serija: | Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān |
| Teme: | |
| Online pristup: | https://jiee.atu.ac.ir/article_7195_c6df181647aaccf6970dbe5f6e3cd1c7.pdf |