The Impact of Oil Revenue Shocks on the Volatility of Iran’s Stock Market Return
<p>The aim of this study was to examine the impact of oil revenue shocks on the volatility of Tehran’s stock market return, by applying GARCH (Generalized Auto Regressive Conditional Heteroscedasticity) model with seasonal data from January 1993 to March 2014. After calculating the volatility...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2018-03-01
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| Series: | International Journal of Energy Economics and Policy |
| Online Access: | https://www.econjournals.com/index.php/ijeep/article/view/6208 |