List of Articles Volatility spillover

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  1 - Analyzing the structural breaks and the exchange market turbulence on volatility spillovers between exchange rates and Tehran Stock Exchange
  alireza Erfani Mohammadmehdi Gholizadeh
• Open Access Article
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  2 - Analyzing the structural breaks and the exchange market turbulence on volatility spillovers between exchange rates and Tehran Stock Exchange
  Amir Yazdinejad abdolmajid dehghan
• Open Access Article
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  3 - Investigating Spillover between the Oil Markets and Stock Market Volatility using Bayesian Multivariate Stochastic Volatility Model
  Ali Farhadian Moslem Nilchi
• Open Access Article
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  4 - The Analysis and Test of Spillover and Volatility of Global Markets for Petrochemical Products and Base Metals (Based on Copula family models)
  Mahsa Banakar Hashem nikoomaram Hasan Ghalibaf Asl Mehrzad Minouie
• Open Access Article
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  5 - Investigation volatility spillovers between oil market and stock index return
  Mohammad Hashem Botshekan Hosein Mohseni
• Open Access Article
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  6 - Modeling Energy and Steel Price Volatility and Experimental Test of Inter-Market Volatility Spillover: A Multivariate Study Using VECM and Familty GARCH Models
  Seyed Abdolhamid Bahreini Hossein Badiei Faegh Ahmadi Jahanbakhsh Asadnia
  10.22034/amfa.2022.1932695.1605
• Open Access Article
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  7 - The Mechanism of Volatility Spillover and Noise Trading Among Financial Markets and The Oil Market: Evidence from Iran
  Sharareh Taheri Abdolmajid Abdolbaghi Ataabadi Mohammad Hossein Arman Majid Vaziri Sarashk
  10.30495/jsm.2022.1960629.1656
• Open Access Article
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  8 - Long-run Relationship between the Volatility of Effective Real Exchange Rate and Industrial Return Index in Tehran Stock Exchange Market (Multivariate GARCH Approach)
  Esmaeil Aboonouri AmirMansour Tehranchian Mostafa Hamzeh
• Open Access Article
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  9 - واژه‌های کلیدی: سرریز تلاطم ، معاملات اختلال زا ، بازارهای مالی ، مدل آرچ ، مدل گارچ . طبقه بندی JEL : C22.C32.G11,G4
  Sharara Taheri Abdul Majid Abdul Baqi Attaabadi majid vaziri sarashk Mohammad Hossein Arman
  10.30495/fed.2023.702186
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  10 - America's Exit from Joint Comprehensive Plan of Action and Turbulence in Iran's economy
  Amir Sajedi Sinaz Sajedi Sajedi
  DOR:20.1001.1.24234974.1398.12.46.4.7
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  11 - The Analysis and Test of Spillover and Volatility Models in Tehran Stock Exchange (based on Copula family model)
  Mahsa Banakar Hashem Nikoomaram Hasan Ghalibaf Asl Mehrzad Minouei
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  12 - Volatility Spillover between Oil Price, Exchange Rates, Gold Price and Stock Market Indexes with Structural Breaks
  elaheh sefidbakht Mohammad Hossein Ranjbar
• Open Access Article
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  13 - Regime Dependent Effects and Cyclical Volatility Spillover of Exchange Rate and Stock Prices in Iran
  Mahdi Mozafarnia MirFeyz Fallahshams Gholamreza Zomorodian
  10.30495/afi.2022.1943113.1055
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  14 - Spillover Effects of Meat Prices Volatility in Iran
  M. کاوسی کلاشمی P. KH