Evaluating the effects of the monetary policy on the total stock market index in the Iranian economy : using the TVP-VAR and GARCH approaches
Zhale Zarei, Maryam Hemmati, Pedram Davoudi
| Year of publication: |
2024
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|---|---|
| Authors: | Zarei, Zhale ; Hemmati, Maryam ; Davoudi, Pedram |
| Published in: |
Iranian economic review : journal of University of Tehran. - Teheran : [Verlag nicht ermittelbar], ISSN 2588-6096, ZDB-ID 2627358-5. - Vol. 28.2024, 3, p. 899-920
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| Subject: | Capital Stock Market | Inter-Bank Interest Rate | Generalized Auto-Regressive Conditional Heteroscedasticity Model | Total Stock Market Index | Non-Linear Method | Aktienindex | Stock index | Zins | Interest rate | Geldpolitik | Monetary policy | ARCH-Modell | ARCH model | Iran | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.22059/ier.2024.348701.1007539 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015402933