Modeling the effects of macroeconomic variables on the stock market: An Application of Non-linear Distributed Auto-regression Model
This study investigates the effects of macroeconomic variables on the stock market (stock price index).The effects of macroeconomic variables including global gold and oil price, exchange rate, interest rate, economic growth rate on the Iranian stock market has been investigated by using a non-linea...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Sistan and Baluchestan
2024-12-01
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| Series: | International Journal of Business and Development Studies |
| Subjects: | |
| Online Access: | https://ijbds.usb.ac.ir/article_8726_7fb8d8c2f6da2812cb95c533930c4d47.pdf |
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