Investigating the spillover effect of traditional and modern currency market with the Tehran Stock Exchange index
The aim of the study is to investigate The spillover effects of traditional and new financial markets (stock market, cryptocurrency and foreign exchange) by VAR model during the period of 5/2/2012 to 10/1/2023. Knowing the relationships between financial markets is a necessary issue for investors to...
Saved in:
| Main Authors: | shima javaheri, AHMAD Shabani |
|---|---|
| Format: | Article |
| Language: | fas |
| Published: |
Securities Exchange
2025-04-01
|
| Series: | فصلنامه بورس اوراق بهادار |
| Subjects: | |
| Online Access: | https://journal.seo.ir/article_11418_b9e4b5c899b3b26b08a421b86be8ea22.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
A Comprehensive Analysis of Stock Index Connectedness and Volatility Spillovers Between Colombia, Brazil, Mexico, Chile, and the United States
by: Juan Manuel Candelo-Viáfara, et al.
Published: (2024-12-01) -
Volatility Modeling and Spillover: The Turkish and Russian Stock Markets
by: Ahmet Galip Gençyürek
Published: (2024-04-01) -
Integration of the Indonesian Stock Market with Eight Major Trading Partners’ Stock Markets
by: Endri Endri, et al.
Published: (2024-12-01) -
Asymmetric information of variance risk premium in the Chinese market: upside and downside volatility spillovers
by: Jue Gong, et al.
Published: (2025-06-01) -
Examining the Impact of Changes in Natural Gas, Oil, and Currency Prices on the Return of Selected Stock Market Indices
by: Bakhtiar Javaheri, et al.
Published: (2025-03-01)