Ahmadlou, Zahra

[ 1 ] - Foreign exchange market Movements and investment risk in the petrochemical industry

In this investigation, by the time series data of exchange rate and petrochemical industry stock index in the Tehran Stock Market from March 2009 to April 2019, a new Hybrid Model (resulting from the use of Exponential Generalized Autoregressive Conditional Heteroscedasticity, EGARCH, Model and Markov Switching Regime Model) is used. The results of study, in addition to confirming the idea of ​...