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Information Journal Paper

Title

Investigation of the Effect of Coronavirus Outbreak on Iran Stock Market by Considering Regime Changes

Pages

  195-227

Abstract

 The present study investigates the effect of Coronavirus outbreak and Exchange rate and Oil Price variables on the stock market index using Markov Switching model during the period 1398/11/30 – 1399/03/27. The results show that Exchange rate growth has no significant effect in the high regime of the stock market index and has a negative and significant impact in the low and medium regimes. The growth of Oil Prices has had a negative and significant effect on all stock market index regimes. Also, in the high regime of the stock market index, the prevalence and increase in the Coronavirus cases will lead to a decrease in the stock market index, and on the contrary, in the low regime of the stock market index, the prevalence and increase in the Coronavirus cases will increase the stock market index. In the high regime of the stock market index, the Coronavirus outbreak can lead to a decrease in the stock market index and the outflow of capital from the stock market and transfer to other parallel markets such as currency and housing can occur, and speculation increases.

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    • Cite

    APA: Copy

    Roudari, Soheil, & HOMAYOUNIFAR, MASOUD. (2021). Investigation of the Effect of Coronavirus Outbreak on Iran Stock Market by Considering Regime Changes. IRANIAN ECONOMIC RESEARCH, 26(87 ), 195-227. SID. https://sid.ir/paper/964159/en

    Vancouver: Copy

    Roudari Soheil, HOMAYOUNIFAR MASOUD. Investigation of the Effect of Coronavirus Outbreak on Iran Stock Market by Considering Regime Changes. IRANIAN ECONOMIC RESEARCH[Internet]. 2021;26(87 ):195-227. Available from: https://sid.ir/paper/964159/en

    IEEE: Copy

    Soheil Roudari, and MASOUD HOMAYOUNIFAR, “Investigation of the Effect of Coronavirus Outbreak on Iran Stock Market by Considering Regime Changes,” IRANIAN ECONOMIC RESEARCH, vol. 26, no. 87 , pp. 195–227, 2021, [Online]. Available: https://sid.ir/paper/964159/en

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