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...

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Bibliographic Details
Published in:فصلنامه بورس اوراق بهادار
Main Authors: shima javaheri, AHMAD Shabani
Format: Article
Language:Persian
Published: Securities Exchange 2025-04-01
Subjects:
Online Access:https://journal.seo.ir/article_11418_b9e4b5c899b3b26b08a421b86be8ea22.pdf