Roudari, Soheil; Ahmadian-Yazdi, Farzaneh; Arabi, Seyed Hadi - In: Borsa Istanbul Review 23 (2023) 4, pp. 919-935
The effect of sanctions, oil revenues, exchange rate, and inflation on different regimes of the Iranian stock market is examined in two cases (with and without considering institutional quality) during the 1984-2020 period, using the threshold Structural Vector Autoregression model (TSVAR)...