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Examining the spillover effects of volatile oil prices on Iran’s stock market using wavelet-based multivariate GARCH model

Fluctuations in the oil market can significantly influence various sectors of the economy, such as the stock markets of countries that rely heavily on oil revenues. Oil prices are one of the key influential external factors affecting the stock exchange index of oil-dependent Iran. This paper investi...

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Detalles Bibliográficos
Autores principales: Mamipour, Siab, Yazdani, Sanaz, Sepehri, Elmira
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9243726/
http://dx.doi.org/10.1007/s12197-022-09587-7