Analyzing the Effect of Monetary Volatility on the Iranian Stock Market

2024/12/22 by Vatanchi, Nafiseh, Falah Shams Lialestani, MirFaiz, Zomorodian, Gholamreza
#EGARCH Model #Monetary Policy Uncertainty #Stock Market Price Index #VAR Model

paper · doi:10.71716/amfa.2015.23091927

Abstract

Advances in Mathematical Finance and Applications,9(4),1166

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