ANALYZING THE ECONOMIC AND FINANCIAL IMPACTS OF TERRORISM ON RETURN OF TEHRAN STOCK EXCHANGE PRICE INDEX

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FATHI SAEID; GOOGERDCHIAN AHMAD; SHAHRAKI KAVEH; AJAM ALIREZA

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Paper Information

Journal: JOURNAL OF SECURITIES EXCHANGE Year:2016 | Volume:9 | Issue:33 Page(s): 71-92

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Title

ANALYZING THE ECONOMIC AND FINANCIAL IMPACTS OF TERRORISM ON RETURN OF TEHRAN STOCK EXCHANGE PRICE INDEX

Author(s)

FATHI SAEID | GOOGERDCHIAN AHMAD | SHAHRAKI KAVEH | AJAM ALIREZA | Issue Writer Certificate

Keywords

WORLD PRICE OF GOLD & OILQ2

TEPIXQ2

TERRORISMQ1

EGARCH MODELQ2

RATE OF EXCHANGEQ2

Abstract

Tehran Stock Exchange, as a symbol of capital market, is influenced by various factors, including economic and political variables. TERRORISM incidents a primary political variable affecting on stock market, it is necessary to clarify in what way it puts influence on stock exchange. The main purpose of this study is to consider the effect of TERRORISM on the return of TSE price index (Tepix). Regarding the purpose of the study, TERRORISM and return of Tehran stock exchange index are considering independent and dependent variables, respectively; moreover, items like RATE OF EXCHANGE, world price of gold, and the price of Iran’s heavy oil, are controlled variables. Required data were collected in a weekly interval between 2002 and 2014. An EGARCH MODEL is applied to examine the impact of TERRORISM on stock market. Results showed that TERRORISM had a significant negative effect on the return of TSE price index.

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APA: Copy

FATHI, SAEID, GOOGERDCHIAN, AHMAD, SHAHRAKI, KAVEH, & AJAM, ALIREZA. (2016). ANALYZING THE ECONOMIC AND FINANCIAL IMPACTS OF TERRORISM ON RETURN OF TEHRAN STOCK EXCHANGE PRICE INDEX. JOURNAL OF SECURITIES EXCHANGE, 9(33 ), 71-92. SID. https://sid.ir/paper/187742/en

Vancouver: Copy

FATHI SAEID, GOOGERDCHIAN AHMAD, SHAHRAKI KAVEH, AJAM ALIREZA. ANALYZING THE ECONOMIC AND FINANCIAL IMPACTS OF TERRORISM ON RETURN OF TEHRAN STOCK EXCHANGE PRICE INDEX. JOURNAL OF SECURITIES EXCHANGE[Internet]. 2016;9(33 ):71-92. Available from: https://sid.ir/paper/187742/en

IEEE: Copy

SAEID FATHI, AHMAD GOOGERDCHIAN, KAVEH SHAHRAKI, and ALIREZA AJAM, “ANALYZING THE ECONOMIC AND FINANCIAL IMPACTS OF TERRORISM ON RETURN OF TEHRAN STOCK EXCHANGE PRICE INDEX,” JOURNAL OF SECURITIES EXCHANGE, vol. 9, no. 33 , pp. 71–92, 2016, [Online]. Available: https://sid.ir/paper/187742/en

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