Investigating the potentiality of various inflation-protected investments for investors in Iran

This study aimed to investigate the potentiality of inflation-protected investments for investors in Iran. The objective present was applied, and methodology correlational, which an ex-post facto research design developed explore correlation between variables. Here this study, required data (e.g., time series pertaining total stock price index, housing, bond, gold, coin prices as well dollar unofficial market) were collected distribute capital among asset groups then econometric concepts models used analyze these aiming predict returns standard deviations covariances future periods. To determine changes relations different assets simulate rate return presence macroeconomic factors, Burberry’s (2000) Campbell et al.’s (2003) methods used. After static model variables discovered, Schwartz-Bayesian (SC), Akaike (AIC), Hannan Quinn (HQ) criteria employed interrupt length. Eviews software estimate VAR Matlab resolve mathematical programming problem.