The influence of structural changes in volatility on shock transmission and volatility spillover among Iranian gold and foreign exchange markets
Mohammad Mahdi Shahrazi; Zahra Elmi; Esmaiel Abounoori; Saeed Rasekhi
| Year of publication: |
2014
|
|---|---|
| Authors: | Shahrazi, Mohammad Mahdi ; Elmi, Zahra Mila ; Abounoori, Esmaiel ; Rasekhi, Saeed |
| Published in: |
Iranian economic review : journal of University of Tehran. - Teheran : [Verlag nicht ermittelbar], ISSN 2588-6096, ZDB-ID 2627358-5. - Vol. 18.2014, 2, p. 73-86
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| Subject: | Structural Changes | Volatility | Shock Transmission | Spillover Effect | Modified ICSS Algorithm | GARCH Process | Volatilität | Spillover-Effekt | Spillover effect | Schock | Shock | ARCH-Modell | ARCH model | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | VAR-Modell | VAR model | Strukturwandel | Structural change | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.22059/ier.2014.53319 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011455410