The Study of Monetary Policy, Exchange Rate and Gold Effects on the Stock Market in Iran Using MS-VAR-EGARCH Model
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 performance of Tehran Stock Market. For this purpose, monthly reports of liquidity, exchange rate, gold-coin price and Teh...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2017-09-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_66354_eab7cdd1f97d48054499de528e1af499.pdf |