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Publikováno v:
فصلنامه پژوهشهای اقتصادی ایران, Vol 23, Iss 77, Pp 1-36 (2018)
This study examines the impact of a negative shock-attributed to a systemic risk-on the industrial indexes of the Tehran stock market using daily data form 21 January, 2008 to 22 September, 2017. Using a Vector Autoregressive for Value at Risk (VAR-V
Externí odkaz:
https://doaj.org/article/ee49078d34a546dfb38cc85c648339b7
