Examining the spillover effects of volatile oil prices on Iran's stock market using wavelet-based multivariate GARCH model
S Mamipour, S Yazdani, E Sepehri - Journal of Economics and Finance, 2022 - Springer
Fluctuations in the oil market can significantly influence various sectors of the economy,
such as the stock markets of countries that rely heavily on oil revenues. Oil prices are one of …
such as the stock markets of countries that rely heavily on oil revenues. Oil prices are one of …
Modeling the Daily Volatility of Oil, Gold, Dollar, Bitcoin and Iranian Stock Markets: An Empirical Application of a Nonlinear Space State Model
R Taleblou - Taleblou, R., & Mohajeri, P.(2023). Modeling the Daily …, 2023 - papers.ssrn.com
Using the daily data of returns of 9 assets during the period from 04/29/2013 to 09/20/2021,
the volatilities of different asset markets were modeled in this paper. The multivariate factor …
the volatilities of different asset markets were modeled in this paper. The multivariate factor …