Aboutorab Alirezaei
Department of Management, Kish International Branch, Islamic Azad University, Kish Island, Iran
[ 1 ] - Does Exchange Rate Non-Linear Movements Matter for Analyzing Investment Risk? Evidence from Investing in Iran’s Petrochemical Industry
The present study models the risk of investment in the petrochemical industry considering the impacts of exchange rate (US dollar to Iran's Rial) movements using the time series data from November 2008 to March 2019 and ARFIMA-FIGARCH framework. The empirical results prove the existence of the Fractal Market Hypothesis, FMH, and the Long Memory property in both the risk and return of the petroc...
[ 2 ] - Does Exchange Rate Non-Linear Movements Matter for Analyzing Investment Risk?. Evidence from Investing in Iran’s Petrochemical Industry
< p>The present study models the risk of investment in the petrochemical industry considering the impacts of exchange rate (US dollar to Iran''''s Rial) movements using the time series data from November 2008 to March 2019 and ARFIMA-FIGARCH framework. The empirical results prove the existence of the Fractal Market Hypothesis, FMH, and the Long Memory property in both the risk and return of the...
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