Investigating the Hsiao’s Granger Causality among Returns of 11 World Stock Markets Indexes and Return of Tehran Stock Exchange Index

In today’s world, markets are no longer under the limitations of a specific location and the importance of this issue is illustrated in effective decision making of economic agents, because the world financial markets are considered often valuable guideline for domestic and foreign markets. In this...

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Bibliographic Details
Main Authors: Ali Asghar Anvary Rostamy, Hossein Ghorbani Farmad, Adel Azar
Format: Article
Language:fas
Published: University of Tehran 2014-09-01
Series:تحقیقات مالی
Subjects:
Online Access:https://jfr.ut.ac.ir/article_50710_b0ab745da69d41516dcff141abf18811.pdf