The Impacts of Macroeconomic Variables on the Iranian Stock Market
This paper is an attempt to investigate the impacts of macroeconomic variables on capital market in Iran using quarterly observations for the period 1991Q2 to 2007Q1. The macroeconomic variables considered in the model include GDP, prices, money and exchange rate. Arbitrage pricing theory is conside...
| Format: | Article |
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| Language: | fas |
| Published: |
Tarbiat Modares University
2009-04-01
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| Series: | پژوهشهای اقتصادی |
| Subjects: | |
| Online Access: | http://ecor.modares.ac.ir/article-18-2863-en.pdf |