Shima Haj Ghanbar Viliani
Department of Economics, Islamic Azad University, Science and Research Branch, Tehran, Iran
[ 1 ] - Does Oil Price Asymmetrically Pass-Through Banking Stock Index in Iran?
U sing daily data, this study examined asymmetric pass-through of Iran’s oil price to banking stock index in Tehran Stock Exchange at different time horizons. Based on the results, the coefficient of long-run pass-through of oil price to banking stock index was estimated to be 0.63. Furthermore, based on the short-term ARDL-CECM models, the relationship between the positive component...
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