Examination of Dynamic Correlation between Major Assets in Iran by DCC-GARCH Approach

This study investigates the time-varying correlations among oil and coin prices, and exchange rate in Iran. Since investment is a key factor in economic growth and development, so the necessary funds should be provided and directed towards manufacturing and industrial sectors. In addition, understan...

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Bibliographic Details

Published in:	پژوهشهای اقتصادی
Main Authors:	Shadi Amiri, masoud homayounifar, Mostafa karimzadeh, Mohammad Ali Falahi
Format:	Article
Language:	Persian
Published:	Tarbiat Modares University 2015-06-01
Subjects:	dcc-garch oil price coin price exchange rate dynamic correlation
Online Access:	http://ecor.modares.ac.ir/article-18-7024-en.pdf