Examination of Dynamic Correlation between Major Assets in Iran by DCC-GARCH Approach
This study investigates the time-varying correlations among oil and coin prices, and exchange rate in Iran. Since investment is a key factor in economic growth and development, so the necessary funds should be provided and directed towards manufacturing and industrial sectors. In addition, understan...
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| Hauptverfasser: | , , , |
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| Format: | Artigo |
| Sprache: | Persa |
| Veröffentlicht: |
Tarbiat Modares University
2015-06-01
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| Schriftenreihe: | پژوهشهای اقتصادی |
| Schlagworte: | |
| Online-Zugang: | http://ecor.modares.ac.ir/article-18-7024-en.pdf |
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