The Asymmetric Impact of Weighting Economic and Political Events on the Fluctuations of Banking Group Index (Case of Tehran Stock Exchange)
Year of publication: |
2021
|
---|---|
Authors: | Mirjalili, Seyed Hossein ; Dehghan Khavari, Saeed ; Iraji, Maryam |
Published in: |
Journal of Money and Economy. - Tehran : Central Bank of Iran, ISSN 2588-7114. - Vol. 16.2021, 3, p. 399-416
|
Publisher: |
Tehran : Central Bank of Iran |
Subject: | Capital Market | Banking Group Index | Economic and Political Event | Asymmetric Effect | Exponential GARCH |
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