Zolfaghari, Mehdi; Hoseinzade, Saeid - In: Cogent economics & finance 8 (2020) 1, pp. 1-49
distributions to measure the uncertainty of the industry index returns (IIR) of Tehran Stock Exchange over the period of 2013 … forecastable component (expected variation) from the best fitted models, we measure the time series of the IIR uncertainty …) model. We find that foreign exchange rate fluctuations have a significant and distinct impact on the IIR uncertainty across …
