Sarrafi Zanjani, Mohammad
Khatam University
[ 1 ] - Asymmetric Effect of Exchange Rate Risk on the Stock Index of Export-Oriented Industries Using the NARDL Model
Studying currency shocks impact on the stock market could be beneficial regarding to exchange rate fluctuations caused by various exchange policies in recent years. Therefore symmetrical or asymmetrical impacts of negative and positive dollar shockwaves in the market on indexes of chemical and basic metals industry are under investigation by weekly data collected since 2006 up to 2016 as these ...
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