Interdependence of Tehran stock exchange upon the oil price and USD exchange rate return using quantile regression and time-frequency domain analysis
Year of publication: |
2022
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Authors: | Dinarzehi, Khadijeh ; Shahiki Tash, Mohammad Nabi ; Zamanian, Gholamreza |
Published in: |
Iranian economic review : journal of University of Tehran. - Teheran : [Verlag nicht ermittelbar], ISSN 2588-6096, ZDB-ID 2627358-5. - Vol. 26.2022, 3, p. 667-691
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Subject: | Comovement | Tehran Stock Exchange | Quantile Regression | Wavelet Decomposition | Volatilität | Volatility | Wechselkurs | Exchange rate | Börse | Bourse | Regressionsanalyse | Regression analysis | Aktienmarkt | Stock market | Ölpreis | Oil price | Börsenkurs | Share price | Schätzung | Estimation | Kapitaleinkommen | Capital income |
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