Investigation of the Common Stochastic Trends between Stock Price Index of Tehran Stock Exchange and Stock Markets of Main Trading Partner

<span lang="TR">The main purpose of this article is about investigation of cointegration and transactional between index price of Iran stock market and stock market of the most main trading partners of country and also analysis of common stochastic trends available between them durin...

Full description

Bibliographic Details
Main Authors: Kiumars Shahbazi, Soleiman Feizi, Sayyed yousef Fattahi
Format: Article
Language:fas
Published: University of Tehran 2017-07-01
Series:تحقیقات مالی
Subjects:
Online Access:https://jfr.ut.ac.ir/article_64812_fc23e1d89ca18de8ac741b3aa4827339.pdf