SIMULATION OF MODEL CHANGES BY EXCHANGE RATES AND GOLD PRICE ON THE TEHRAN STOCK EXCHANGE PERFORMANCE WITH SYSTEM DYNAMICS APPROACH

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MOSLEH SHIRAZI ALI NAGHI; MOOSAVIHAGHIGHI MOHAMMAD HASHEM; PASHOOTANIZADEH HOOMAN

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Journal: INVESTMENT KNOWLEDGE Year:2018 | Volume:7 | Issue:25 Page(s): 17-38

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Title

SIMULATION OF MODEL CHANGES BY EXCHANGE RATES AND GOLD PRICE ON THE TEHRAN STOCK EXCHANGE PERFORMANCE WITH SYSTEM DYNAMICS APPROACH

Author(s)

MOSLEH SHIRAZI ALI NAGHI | MOOSAVIHAGHIGHI MOHAMMAD HASHEM | PASHOOTANIZADEH HOOMAN | Issue Writer Certificate

Keywords

CAPITAL MARKETQ1

EXCHANGE RATEQ1

GOLD PRICEQ1

MARKET PRICE INDEXQ1

SYSTEM DYNAMICSQ2

Abstract

In this study, after considering the important impact of Stock market on the country’s economy, it will analyze the long-term relationship between Tehran Stock exchange market and the variables of EXCHANGE RATE and gold’s price. Keeping this in mind, by using the SYSTEM DYNAMICS method and the relationship between Financial, Stock exchange, EXCHANGE RATE and gold market’s data, it will analyze and simulate the movement of large capitals from the stock market (in this study, Chemical industry) to the currency and gold market and vice versa. The simulation is done with the Vensim DSS Software. The overall result is showing that the change in the Macro Economic variables will increase the value of the stock market. In this study, it has used different scenarios for changing the macro economic variables and the results are showing that decreasing and increasing the interest rate by 5% will increase and decrease the stock market’s value respectively 21.86% and 3.14% on future.

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APA: Copy

MOSLEH SHIRAZI, ALI NAGHI, MOOSAVIHAGHIGHI, MOHAMMAD HASHEM, & PASHOOTANIZADEH, HOOMAN. (2018). SIMULATION OF MODEL CHANGES BY EXCHANGE RATES AND GOLD PRICE ON THE TEHRAN STOCK EXCHANGE PERFORMANCE WITH SYSTEM DYNAMICS APPROACH. INVESTMENT KNOWLEDGE, 7(25 ), 17-38. SID. https://sid.ir/paper/187975/en

Vancouver: Copy

MOSLEH SHIRAZI ALI NAGHI, MOOSAVIHAGHIGHI MOHAMMAD HASHEM, PASHOOTANIZADEH HOOMAN. SIMULATION OF MODEL CHANGES BY EXCHANGE RATES AND GOLD PRICE ON THE TEHRAN STOCK EXCHANGE PERFORMANCE WITH SYSTEM DYNAMICS APPROACH. INVESTMENT KNOWLEDGE[Internet]. 2018;7(25 ):17-38. Available from: https://sid.ir/paper/187975/en

IEEE: Copy

ALI NAGHI MOSLEH SHIRAZI, MOHAMMAD HASHEM MOOSAVIHAGHIGHI, and HOOMAN PASHOOTANIZADEH, “SIMULATION OF MODEL CHANGES BY EXCHANGE RATES AND GOLD PRICE ON THE TEHRAN STOCK EXCHANGE PERFORMANCE WITH SYSTEM DYNAMICS APPROACH,” INVESTMENT KNOWLEDGE, vol. 7, no. 25 , pp. 17–38, 2018, [Online]. Available: https://sid.ir/paper/187975/en

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