Economic Cycle and Symmetric Volatility of Financial Market Returns: Study of Emerging Economies

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

Moradpour Saeed; TEHRANI REZA; Mirlohi Seyed Mojtaba; Abbasian Ezatolah

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: INVESTMENT KNOWLEDGE Year:2019 | Volume:8 | Issue:29 Page(s): 189-205

Download Full-Text

Persian Verion

View:

948

Download:

Cites:

Information Journal Paper

Title

Economic Cycle and Symmetric Volatility of Financial Market Returns: Study of Emerging Economies

Author(s)

Moradpour Saeed | TEHRANI REZA | Mirlohi Seyed Mojtaba | Abbasian Ezatolah | Issue Writer Certificate

Keywords

Economic cyclesQ1

Stock Market VolatilityQ1

Garch modelQ2

Emerging marketsQ1

Abstract

In the present research, the main issue is the modeling of Stock Market Volatility fluctuations in Emerging markets. In the first step, by using Hadrik Prescott's filter and Garch model (1. 1), for extraction of economic cycle, by using the GDP we are indicating business cycles of conteries, the desired economics of modeling are carried out and the results obtained using Regression has been implemented on the returns of sample markets in 24 countries. The study period was between 1992 and 2016. The results show the significance and ability of models presented in the modeling of stock market fluctuations, and the relationship between Economic cycles and capital market returns has been confirmed in some countries.

Cites

No record.

References

No record.

Cite

APA: Copy

Moradpour, Saeed, TEHRANI, REZA, Mirlohi, Seyed Mojtaba, & Abbasian, Ezatolah. (2019). Economic Cycle and Symmetric Volatility of Financial Market Returns: Study of Emerging Economies. INVESTMENT KNOWLEDGE, 8(29 ), 189-205. SID. https://sid.ir/paper/188161/en

Vancouver: Copy

Moradpour Saeed, TEHRANI REZA, Mirlohi Seyed Mojtaba, Abbasian Ezatolah. Economic Cycle and Symmetric Volatility of Financial Market Returns: Study of Emerging Economies. INVESTMENT KNOWLEDGE[Internet]. 2019;8(29 ):189-205. Available from: https://sid.ir/paper/188161/en

IEEE: Copy

Saeed Moradpour, REZA TEHRANI, Seyed Mojtaba Mirlohi, and Ezatolah Abbasian, “Economic Cycle and Symmetric Volatility of Financial Market Returns: Study of Emerging Economies,” INVESTMENT KNOWLEDGE, vol. 8, no. 29 , pp. 189–205, 2019, [Online]. Available: https://sid.ir/paper/188161/en

Related Journal Papers