HA201 : The study of contigion risk in Tehran stock market
Thesis > Central Library of Shahrood University > Industrial Engineering & Management > MSc > 2017
Authors:
Niloofar Koochmeshki [Author], Sayyed Mojtaba Mirlohi[Supervisor], [Advisor]
Abstarct: Nowadays economy complex structures transfer damages from a specific section or particular country to other ones. The recent researches have shown that the markets are cooperated together. So have technical knowledge about relations between financial assessments of markets by investors is a mandatory part of this term. The main target of this research is considering the contingent risk between the market of foreign exchange, stock, gold, oil and stock index in the period of 2-year from 2016 to 2018, by using VAR model of analyses. The achievement shows that there is a correlation amongst variables.
Keywords:
#Financial contingent risk #Stock market #Rate of foreign exchange #Gold #Oil #VAR model Link
Keeping place: Central Library of Shahrood University
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