[PDF][PDF] The Study of Monetary Policy, Exchange Rate and Gold Effects on the Stock Market in Iran Using MS-VAR-EGARCH Model

K Jahangiri, SA Hoseini Ebrahimabad - Financial Research Journal, 2017 - academia.edu
The main objective of this research is to investigate the effects of previous and current
changes in monetary policy, foreign exchange market and gold-coin market on the overall …

Evaluation of the association between cryptocurrencies with oil and gold prices using the BEKK multivariate GARCH model

B Shakeri, A Beytari, M Ghorbanian… - International Journal of …, 2023 - ijnaa.semnan.ac.ir
Due to the emergence of cryptocurrencies in the world, many people save their capital and
assets like cryptocurrencies. Cryptocurrencies are associated with prices of gold and oil, and …

The investigation of contagion unanticipated shocks in iranian financial markets by DFGM approach

B Tiemoori, G Emamverdi… - Financial Engineering …, 2020 - fej.ctb.iau.ir
In this study, we investigated of contagion unanticipated shocks of oil price, exchange rate
and gold price on the stock market in Iran using DFGM model, aiming to explain the …

Blockchain technology spillowers on Irans stock market fluctuations

S Masoomzadeh, J Haghighat, B Salmani - Stable Economy Journal, 2023 - sedj.usb.ac.ir
Determining the factors affecting stock market turmoil and risk with the development of
capital asset pricing models has been considered by researchers. One of the variables that …

[HTML][HTML] Dynamic correlation between exchange rate and the listed industries stock index during the currency crises: The Implications for Optimal Portfolio …

M Bazraei, S Ghavidel, G Emamverdi… - Iranian Journal of …, 2021 - ijfifsa.ir
In this study, we examine the correlation between stock returns of Export-oriented (EOIs) and
Import-oriented (IOIs) industries and exchange rates, to derive stock-exchange optimal …

سرريز فناوري زنجيره بلوكي بر نوسانات بازار سهام تهران.

سارا معصوم زاده, جعفر حقیقت… - Stable Economy …, 2023‎ - search.ebscohost.com
Determining the factors affecting stock market turmoil and risk with the development of
capital asset pricing models has been considered by researchers. One of the variables that …

بررسی آثار سیاست‌ پولی، نرخ ارز و طلا بر بازار سهام در ایران با استفاده از مدل MS-VAR-EGARCH

جهانگیری, خلیل, حسینی ابراهیم آباد - تحقیقات مالی, 2017‎ - jfr.ut.ac.ir
هدف اصلی این پژوهش، بررسی آثار تغییرات گذشته و جاری در سیاست پولی، بازار ارز و بازار
سکۀ طلا بر عملکرد کلی بازار سهام تهران است. برای این منظور اطلاعات ماهانۀ متغیرهای نقدینگی …