Studying the Asymmetric Relationship between the Nominal Exchange Rate and the Tehran Stock Exchange Index: A Threshold Regression Model

2024/11/23 by rostamzadeh, parviz, ایزدی, بهنام
#Exchange Rate #Monetary Policy #Nonlinear Effects #Stock Market #Threshold Regression Methods.

paper · doi:10.71818/ecj.2024.1062561

Abstract

Financial Economics,18(68),167

Related

• Investigating the asymmetric effects of exchange rate on gross domestic product in business cycles of Iran
• The relationship between exchange rate overshooting and currency substitution in Iran’s economy
• The effect of financial policy on the price of financial assets in Iran (with an emphasis on exchange rates)
• Analyzing the Effect of Monetary Volatility on the Iranian Stock Market
• Analyzing the Effect of Monetary Volatility on the Iranian Stock Market