The Effectiveness of Different Decimals of Iranian Stock Market Returns from the Asymmetric Effects of Exchange Rate and Oil price Shocks in the Presence of Covid-19

The current research was conducted with the aim of investigating the effect of asymmetric shocks in the exchange rate and oil price on the performance of the Iranian stock market using monthly data from 2011 to 2021. the quantile regression model is examined in deciles ranging from 0.1 to 0.9. The r...

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Bibliographic Details
Main Authors: Masoumeh Shirinpour, Gholamali Haji, Ahmad Sarlak, Hamidreza Alipour
Format: Article
Language:English
Published: Iranian Association for Energy Economics 2023-11-01
Series:Environmental Energy and Economic Research
Subjects:
Online Access:https://www.eeer.ir/article_176662_7793648bb601d490e519f5f8bc3b0d2c.pdf
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