Bubble Migration from the Oil Market to the Tehran Stock Exchange

The main purpose of this study is to investigate the migration of bubbles from the oil market to the stock exchange. First, using the method of Phillips et al. (2015), bubbles were discovered and dated in the Iranian heavy oil market in the monthly period 1980-2020 and the Tehran Stock Exchange in t...

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Bibliographic Details
Main Authors: Aziz Zaheri Abdehvand, Amir Hortamani, Saeed Aghasi
Format: Article
Language:fas
Published: Allameh Tabataba'i University Press 2022-06-01
Series:Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān
Subjects:
Online Access:https://jiee.atu.ac.ir/article_14649_b0728348cfcc935412e0b0daec476a3f.pdf