This paper empirically investigates the exchange rate effects of Iranian Rial against Dollar (Rial vs.US) on stock prices in Iran. The sample period for the study has been taken from March 20, 2004 to March 20, 2010 using daily nominal exchange rate of Rial /us and daily closing values of Tehran Stock Exchange. Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model has been use...

‎The main purpose of this paper is to analyze the exchange rate volatility in Iran in the time period between 2011/11/27 and 2017/02/25 on a daily basis. As a tradable asset and as an important and effective economic  variable, exchange rate plays a decisive role in the economy of a country. In a successful economic management, the modeling and prediction of the exchange rate volatility is esse...

We use a model of international trade to show that (i) trade a¤ects exchange rate volatility and (ii) exchange rate volatility impacts trade in goods di¤erently according to their degree of di¤erentiation. In particular, commodity goods are less a¤ected by exchange rate volatility than more highly di¤erentiated products. These insights allow us to structurally address one of the main shortcomin...