The dynamic correlation of global economic policy uncertainty index with stock, exchange rate and gold markets in Iran: Application of M-GARRCH and DCC approach
In this study, the effect of global economic policy uncertainty on stock, gold and foreign exchange market volatility in Iran is examined. Therefore, using the monthly data of Tehran Stock Exchange price index, gold coin price and exchange rate for the period from April 2002 to March 2017, correlati...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
Semnan University
2020-05-01
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| Series: | مدلسازی اقتصادسنجی |
| Subjects: | |
| Online Access: | https://jem.semnan.ac.ir/article_4566_2569e43e4ec9178595f0ede33dec0926.pdf |