The Contagion of Global Financial Crisis on Exchange Rate Volatility in Iran: Copula-GARCH Approach

An important subject in the field of global economy is the financial crisis contagion on various markets. Given the expansion of trade relationships among different countries, proving the existence of contagion will facilitate policymaking in times of crisis. The present article tries to find the an...

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Principais autores:	Fakhri Mirshojaee, Nasser Elahi, Mohsen Seighali
Formato:	Artigo
Idioma:	Persa
Publicado em:	Allameh Tabataba'i University Press 2022-12-01
coleção:	فصلنامه پژوهش‌های اقتصادی ایران
Assuntos:	contagion effects financial crises systemic risk the copula-garch model
Acesso em linha:	https://ijer.atu.ac.ir/article_14450_ee51d9cbf2ded891505824fffae8ed46.pdf
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