[PDF][PDF] Identification of Contagion Path of currency Crises in Industries of Tehran Stock Exchange

M Bazrayi, S Ghavidel, G Emamverdi - Economic Modelling, 2021 - eco.firuzkuh.iau.ir
This study aims to detect path of currency crisis in different listed industries, in order to
manage risk of shareholders in stock market. For this purpose, joint Contagion Test, Joint …

[HTML][HTML] Dynamic correlation between exchange rate and the listed industries stock index during the currency crises: The Implications for Optimal Portfolio …

M Bazraei, S Ghavidel, G Emamverdi… - Iranian Journal of …, 2021 - ijfifsa.ir
In this study, we examine the correlation between stock returns of Export-oriented (EOIs) and
Import-oriented (IOIs) industries and exchange rates, to derive stock-exchange optimal …