Abbasi, Saeed

[ 1 ] - The Effect of Monetary Policy on Regime Changes of Financial Assets

The main objective of this study was to investigate the effect of monetary policy on changes in the price of financial assets (including foreign exchange, gold and stocks) in Iranian economy. In this regard, this paper answers whether monetary policy could lead to regime changes in asset markets. To answer this question, monthly data during the years 1995 to 2017 and a combination of Markov Swi...