[HTML][HTML] Transmission Mechanisms of Contemporaneous Risk in Investment Portfolios: An R2 Connectedness Approach With Evidence From the Iranian National …

S Rudari, AM Ahmadi, V Omidi - Iranian Journal of Economic Research, 2024 - ijer.atu.ac.ir
One of the primary concerns of the Iranian National Pension Fund is managing its
investment portfolio. In this respect, the present study aimed to examine the long-term …