@article{ author = {Sayari, Bagher, Falah Shams, Mir Feyz, Gholami Jamkarani, Reza, Jahangirnia, Hossein}, title = {Investigating the dynamic contagion effect of the turbulence cycle between the gold futures market and the exchange rate using GARCH-BEKK, markov switching, and structural VAR models}, journal = {Advances in Finance and Investment}, year = {2023}, volume = {4}, issue = {4}, pages = {64-39}, doi = {10.30495/afi.2023.1991865.1244}, url = {https://sanad.iau.ir/fa/Article/1088616} }