Mousavi, Somayeh
Meybod university
[ 1 ] - Assessing the role of the Gold and US dollar as a safe haven and risk hedge of the Iran stock market during Covid-19 pandemic and earlier
Considering the Tehran stock exchange’s status after the Covid-19 pandemic; it is essential to assess the role of different assets as a risk hedge and safe haven of the stock market during the pandemic. In this study, the trend of the gold and US dollar was evaluated and compared using EGARCH and quantile regression methods before (2018/6/19-2020/2/19) and after Covid-19 (2020/2/23-2021/10/12)....
Co-Authors