Interdependence of Tehran stock exchange upon the oil price and USD exchange rate return using quantile regression and time-frequency domain analysis
Khadijeh Dinarzehi, Mohammad Nabi Shahiki Tash, Gholamreza Zamanian
| Year of publication: |
2022
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|---|---|
| Authors: | Dinarzehi, Khadijeh ; Shahiki Tash, Mohammad Nabi ; Zamanian, Gholamreza |
| Published in: |
Iranian economic review : journal of University of Tehran. - Teheran : [Verlag nicht ermittelbar], ISSN 2588-6096, ZDB-ID 2627358-5. - Vol. 26.2022, 3, p. 667-691
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| Subject: | Comovement | Tehran Stock Exchange | Quantile Regression | Wavelet Decomposition | Wechselkurs | Exchange rate | Regressionsanalyse | Regression analysis | Börsenhandel | Stock exchange trading | Volatilität | Volatility | Kapitaleinkommen | Capital income | Ölpreis | Oil price | Aktienmarkt | Stock market | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.22059/ier.2022.89096 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013448121