IDEAS home Printed from https://ideas.repec.org/a/mbr/jmbres/v18y2025i63p37-56.html

The Transmission mechanism of the monetary policy impact on Iran's capital market

Author

Listed:
  • Parvizian, Reyhaneh
  • Komijani, Akbar
  • Barkhordari, Sajjad

Abstract

This study examines the transmission mechanism of monetary policy effects on Iran's capital market. Using quarterly macroeconomic and stock exchange data from 1386 to 1401, we employ a Vector Autoregression (VAR) model to analyze the relationships between key variables. These include total stock market index growth, liquidity growth, interbank interest rate,

Suggested Citation

  • Parvizian, Reyhaneh & Komijani, Akbar & Barkhordari, Sajjad, 2025. "The Transmission mechanism of the monetary policy impact on Iran's capital market," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 18(63), pages 37-56, May.
    • Handle: RePEc:mbr:jmbres:v:18:y:2025:i:63:p:37-56
    as

    Download full text from publisher

    File URL: http://jmbr.mbri.ac.ir/article-1-2098-en.pdf
    Download Restriction: no
    File URL: http://jmbr.mbri.ac.ir/article-1-2098-en.html
    Download Restriction: no
    File URL: http://jmbr.mbri.ac.ir/article-1-2098-fa.html
    Download Restriction: no
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:mbr:jmbres:v:18:y:2025:i:63:p:37-56. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: P. R. (email available below). General contact details of provider: https://www.mbri.ac.ir/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.