the price of consumer goods changes and leads to inflation in these goods. Iran's economy is experiencing high inflation and rising exchange rates, so research in this area is necessary. This study investigates for the first time the exchange rate volatility spillover to the components of the consumer index for the period 1390.2 to 1400.8 using the Diebold- Yilmaz volatility spillover index and complex network theory. In this study, the components of the consumer price index include education, furniture and appliances, clothing and footwear, transportation, tobacco, food and beverage, communications, leisure and culture, hotel and restaurant, miscellaneous goods and services, and dollars. According to the research results, the sender currency of volatility and consumer index components including, education, furniture and home appliances, clothing and footwear, transportation, tobacco, food and beverage, communications, entertainment and culture, hotel and restaurant, miscellaneous goods and services They are volatility. In this study, volatility spillover networks are divided into the period before the approval of JCPOA and the period of JCPOA and are compared with each other. According to the results obtained in the volatility spillover network during the period of JCPOA approval, the weighted out degree exchange rate in the volatility spillover network has decreased,

Using the monthly data of the returns of 5 assets during 05/31/2011 to 02/28/2021, the volatilities of Iranian asset markets have been modeled in this paper. Factor multivariate stochastic volatility model in the framework of space-state approach is the basis for decomposing the asset market volatility into two components, “, volatility rooted in latent factors”,and “, idiosyncratic volatility”,and estimating time-varying covariance matrix and dynamic pair-wise correlation of time series. The findings reveal that: first, there are two latent factors. Second idiosyncratic volatilities of 3 assets, including stock, dollar and gold have increased since mid-2017, and emerges evidence of clustering behavior. Third, the volatility of inflation is explained by the hidden factors, and consequently the idiosyncratic volatility is almost smooth. Fourth, the volatility of stock return is highly correlated with the volatilities of inflation and dollar. In addition, there is a significant pairwise correlation between inflation-dollar and inflation-interest rate.