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