Dynamic Conditional Correlation between Dollar, Euro and Oil Prices in Iran with Long Memory and asymmetry (MFIEGARCH-DCC APPROACH)

Evaluating the correlation between financial assets is one of the basic issues in investment analysis and risk management. Investors who try to diversify their asset portfolio in order to avoid risk pay special attention to the connections between markets. In recent years, the existence of long-term...

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Hlavní autoři:	Faranak Bastan, Mohamad Reza Salmani Bishak, Jafar Haghighat
Médium:	Artigo
Jazyk:	Persa
Vydáno:	University of Sistan and Baluchestan 2025-10-01
Edice:	اقتصاد باثبات
Témata:	dynamic conditional correlation ' ' currency market ' ' long-term memory ' ' asymmetry
On-line přístup:	https://sedj.usb.ac.ir/article_9433_67ad0429f70d670fedb83014721c6503.pdf
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