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Asymmetric Volatility Spillovers of Oil Price and Exchange Rate on Chemical Stocks: Fresh Results from a VAR-TBEKK-in-Mean Model for Iran.

Authors :
Sayadi, Mohammad
Rafei, Meysam
Sheykha, Younes
Source :
Iranian Economic Review; 2022, Vol. 26 Issue 4, p885-904, 20p
Publication Year :
2022

Details

Language :
English
ISSN :
10266542
Volume :
26
Issue :
4
Database :
Supplemental Index
Journal :
Iranian Economic Review
Publication Type :
Academic Journal
Accession number :
164409109
Full Text :
https://doi.org/10.22059/IER.2021.81545