Volume 11 (2022)
Volume 10 (2021)
Volume 9 (2020)
Volume 8 (2019)
Volume 7 (2018)
Volume 6 (2017)
Volume 5 (2016)
Volume 4 (2015)
Volume 3 (2014)
Volume 2 (2013)
Volume 1 (2012)
The Impact of Financial Stress on Gold, Currency and Stock Markets in Iran: Time-Varying Granger-Causality Approach

Ali Rezazadeh; Roghayeh Mohseninia

Volume 10, Issue 2 , December 2021, , Pages 365-390


  This study provides a comprehensive and different sight at the theoretical literature of the relationship between financial stress index and financial markets and presents a new method in order to investigate the nonlinear relationship between the financial stress index and financial markets for Iran's ...  Read More

The Impact of Oil and Gold Prices’ Shock on Tehran Stock Exchange: A Copula Approach

Amir T. Payandeh Najafabadi; Marjan Qazvini; Reza Ofoghi

Volume 1, Issue 2 , December 2012, , Pages 23-47


  There are several researches that deal with the behavior of SEs and their relationships with different economical factors. These range from papers dealing with this subject through econometrical procedures to statistical methods known as copula. This article considers the impact of oil and gold price ...  Read More