Investigation of the Effect of Coronavirus Outbreak on Iran Stock Market by Considering Regime Changes
The present study investigates the effect of coronavirus outbreak and exchange rate and oil price variables on the stock market index using Markov Switching model during the period 1398/11/30 – 1399/03/27. The results show that exchange rate growth has no significant effect in the high regime of th...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2021-06-01
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| Series: | فصلنامه پژوهشهای اقتصادی ایران |
| Subjects: | |
| Online Access: | https://ijer.atu.ac.ir/article_12939_42470f4cc2bbf9238b9c32851ebc50c6.pdf |