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Examining the spillover effects of volatile oil prices on Iran's stock market using wavelet-based multivariate GARCH model

Siab Mamipour, Sanaz Yazdani, Elmira Sepehri
Year of publication:
2022
Authors: Mamipour, Siab ; Yazdani, Sanaz ; Sepehri, Elmira
Subject: Multivariate GARCH Model | Oil Prices | Stock Market | Volatility Spillover | Wavelet Transformation | ARCH-Modell | ARCH model | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Ölpreis | Oil price | Aktienmarkt | Stock market | Iran | Börsenkurs | Share price
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