Assessing the Exchange Rate Fluctuation on Tehrans Stock Market Price: A GARCH Application

Maryam Khalili Araghi; Meisam Mohazzab Pak

Volume 2, Issue 2 , April 2012, , Pages 95-107

  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 ...  Read More