The Impact of World Commodity Price Index on Tehran Stock Exchange Returns: The Bayesian Approach of Markov Switching Method

<strong>Objective:</strong> The commodities especially oil, wheat and iron have key role in economy because of they are the main components of many common goods in human lives. An increases or a decrease in the commodity prices affects the economies all over the world. Despite the import...

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Bibliographic Details
Main Authors: Saman Ghaderi, Mahdi Shahrazi
Format: Article
Language:fas
Published: University of Tehran 2020-05-01
Series:تحقیقات مالی
Subjects:
Online Access:https://jfr.ut.ac.ir/article_76325_4ed8837943f4b02daa10b944ec1814a8.pdf