Analyzing the Structural Breaks and the Exchange Market Turbulence on Volatility Spillovers Between Exchange Rates and Tehran Stock Exchange
Year of publication: |
[2021]
|
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Authors: | Gholizadeh, Mohammadmehdi ; Erfani, Alireza |
Publisher: |
[S.l.] : SSRN |
Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Strukturbruch | Structural break | Börse | Bourse | Aktienmarkt | Stock market | Devisenmarkt | Foreign exchange market | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (17 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 15, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3730886 [DOI] |
Classification: | G01 - Financial Crises ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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