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Paper Information

Journal:   FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES)   FALL 2014 , Volume 7 , Number 23; Page(s) 75 To 84.
 
Paper: 

STOCK PRICES AND EXCHANGE RATES IN TEHRAN STOCK MARKET

 
 
Author(s):  MOTAMENI M., ARIANI F.
 
* 
 
Abstract: 

This paper investigates the linkage between total index of Tehran stock exchange (TSE) and non-official exchange ratesby daily data from May 2011 to May 2013. In this period, exchange rate tripled and TSE doubled. Johansen Cointegration test and VECM model applied to specify this linkage. Exchange rates and TSE found to be Co-integrated. TSE has positive response to exchange rates but exchange rate has negative response to TSE and it is weak exogenous.

 
Keyword(s): STOCK MARKETS, EXCHANGE RATE, COINTEGRATION, WEAK EXOGENOUS
 
 
References: 
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Click to Cite.
APA: Copy

MOTAMENI, M., & ARIANI, F. (2014). STOCK PRICES AND EXCHANGE RATES IN TEHRAN STOCK MARKET. FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), 7(23), 75-84. https://www.sid.ir/en/journal/ViewPaper.aspx?id=408087



Vancouver: Copy

MOTAMENI M., ARIANI F.. STOCK PRICES AND EXCHANGE RATES IN TEHRAN STOCK MARKET. FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES). 2014 [cited 2021May12];7(23):75-84. Available from: https://www.sid.ir/en/journal/ViewPaper.aspx?id=408087



IEEE: Copy

MOTAMENI, M., ARIANI, F., 2014. STOCK PRICES AND EXCHANGE RATES IN TEHRAN STOCK MARKET. FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), [online] 7(23), pp.75-84. Available: https://www.sid.ir/en/journal/ViewPaper.aspx?id=408087.



 
 
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