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  Asymmetric Volatility Spillovers of Oil Price and Exchange Rate on Chemical Stocks: Fresh Results from a VAR-TBEKK-in-Mean Model for Iran

  Journal Article

  Writer : Sheykha، Younes ؛ Sayadi، Mohammad ؛ Rafei، Meysam ؛

  Journal:Iranian Economic Reveiw»Autumn 2022 , Volume 26 - Number 4 Ranking: Science-Research/ISC (‎20 page(s) - From 885 to 904 )

  Keywords:Crude OilVolatility spilloverconditional volatilityChemical IndustryVAR TBEKK in mean model

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