Comparing the volatility spillovers among financial markets in Iran pre and post JCPOA : a VAR-BEKK-GARCH approach
Vahid Dehbashi, Teymour Mohammadi, Javid Bahrami, Abbas Shakeri
| Year of publication: |
2022
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|---|---|
| Authors: | Dehbashi, Vahid ; Mohammadi, Teymour ; Bahrami, Javid ; Shakeri, Abbas |
| Published in: |
Iranian economic review : journal of University of Tehran. - Teheran : [Verlag nicht ermittelbar], ISSN 2588-6096, ZDB-ID 2627358-5. - Vol. 26.2022, 1, p. 133-146
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| Subject: | Volatility Spillover | Financial Markets | VAR-BEKK-GARCH Approach | JCPOA | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Finanzmarkt | Financial market | Iran | ARCH-Modell | ARCH model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.22059/ier.2022.86975 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013365487