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Year of publication
Subject
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ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Börsenhandel 1 Devisenmarkt 1 Estimation 1 Exchange rate 1 Foreign exchange market 1 Schätzung 1 Spillover effect 1 Spillover-Effekt 1 Stock exchange trading 1 Stock market 1 Structural break 1 Strukturbruch 1 Volatility 1 Volatilität 1 Wechselkurs 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Erfani, Alireza 1 Gholizadeh, Mohammadmehdi 1
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Financial Knowledge of Securities Analysis 1
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ECONIS (ZBW) 1
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Analyzing the Structural Breaks and the Exchange Market Turbulence on Volatility Spillovers Between Exchange Rates and Tehran Stock Exchange
Gholizadeh, Mohammadmehdi; Erfani, Alireza - 2021
This article has studied several fluctuations in the Iranian currency market and multiple turmoils in the economy that have not only wiped out Iranians private savings but also affected financial market activists to provide a better understanding of fluctuations' movement between markets. To...
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