IDEAS home Printed from https://ideas.repec.org/a/mbr/jmonec/v19y2024i2p229-248.html

Review to The Asymmetric Effect of Monetary Policy on Boom and Bust Cycles in the Iranian Stock Market

Author

Listed:
  • Hashemi Sanjani, Ameneh

    (MA in Theoretical EconomicsMA in Theoretical Economics)

Abstract

This study seeks to rigorously assess the relationship between Iran’s stock market index and monetary policy within the framework of the Markov Switching Vector Autoregressive (MS-VAR) model. The MS-VAR methodology is particularly well-suited for capturing regime-dependent dynamics and structural shifts in macroeconomic and financial time series. For this purpose, quarterly

Suggested Citation

  • Hashemi Sanjani, Ameneh, 2024. "Review to The Asymmetric Effect of Monetary Policy on Boom and Bust Cycles in the Iranian Stock Market," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 19(2), pages 229-248, June.
    • Handle: RePEc:mbr:jmonec:v:19:y:2024:i:2:p:229-248
    as

    Download full text from publisher

    File URL: http://jme.mbri.ac.ir/article-1-683-en.pdf
    Download Restriction: no
    File URL: http://jme.mbri.ac.ir/article-1-683-en.html
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    ;
    ;
    ;

    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:jmonec:v:19:y:2024:i:2:p:229-248. 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.