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