Identifying the effect of dynamic interaction of financial markets on the global gold market and the Iranian stock market

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Pazouki Peyman; Simkhah Masoud; JAMALI ALI

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Journal: SHEBAK Year:2021 | Volume:6 | Issue:6 (57) Page(s): 151-162

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Title

Identifying the effect of dynamic interaction of financial markets on the global gold market and the Iranian stock market

Author(s)

Pazouki Peyman | Simkhah Masoud | JAMALI ALI | Issue Writer Certificate

Keywords

Crude Oil PriceQ2

Gold PriceQ1

exchange rate and stock market index.(Tehran Exchange Dividend and Price index.Auto Regressive Distributed Lag(ARDL)Q2

Abstract

Fluctuations in various asset markets are highly interrelated and it is of great importance regarding making appropriate decisions by investors. (being aware of the relationship among financial assets is of great importance for investors in order to making appropriate decisions. ) The purpose of this study is to identify the effect of dynamic interaction between financial markets on fluctuations in the global gold market and the Iranian stock market. The variables which are considered in this study include exchange rate, Gold Price, oil price and stock market overall index. (Tehran stock market index). For this purpose, the research variables within 2009-2020 period, daily data is gathered and data analysis is carried out through the Auto-correlation method within ARDL distribution intervals. The results showed that the stock market index had a positive and significant relationship with all other asset markets Gold Price has a positive and significant relationship with all assets except the price of crude oil.

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APA: Copy

Pazouki, Peyman, Simkhah, Masoud, & JAMALI, ALI. (2021). Identifying the effect of dynamic interaction of financial markets on the global gold market and the Iranian stock market. SHEBAK, 6(6 (57) ), 151-162. SID. https://sid.ir/paper/383473/en

Vancouver: Copy

Pazouki Peyman, Simkhah Masoud, JAMALI ALI. Identifying the effect of dynamic interaction of financial markets on the global gold market and the Iranian stock market. SHEBAK[Internet]. 2021;6(6 (57) ):151-162. Available from: https://sid.ir/paper/383473/en

IEEE: Copy

Peyman Pazouki, Masoud Simkhah, and ALI JAMALI, “Identifying the effect of dynamic interaction of financial markets on the global gold market and the Iranian stock market,” SHEBAK, vol. 6, no. 6 (57) , pp. 151–162, 2021, [Online]. Available: https://sid.ir/paper/383473/en

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