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The Influence of Structural Changes in Volatility on Shock Transmission and Volatility Spillover among Iranian Gold and Foreign Exchange Markets

Document Type : Research Paper

Authors

  • Mohammad Mahdi Shahrazi
  • Zahra (Mila) Elmi
  • Esmaiel Abounoori
  • Saeed Rasekhi
10.22059/ier.2014.53319

Iranian Economic Review
Volume 18, Issue 2 - Serial Number 2
April 2014
Pages 73-86

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APA

Shahrazi, M. M. , Elmi, Z. (. , Abounoori, E. and Rasekhi, S. (2014). The Influence of Structural Changes in Volatility on Shock Transmission and Volatility Spillover among Iranian Gold and Foreign Exchange Markets. Iranian Economic Review, 18(2), 73-86. doi: 10.22059/ier.2014.53319

MLA

Shahrazi, M. M. , , Elmi, Z. (. , , Abounoori, E. , and Rasekhi, S. . "The Influence of Structural Changes in Volatility on Shock Transmission and Volatility Spillover among Iranian Gold and Foreign Exchange Markets", Iranian Economic Review, 18, 2, 2014, 73-86. doi: 10.22059/ier.2014.53319

HARVARD

Shahrazi, M. M., Elmi, Z. (., Abounoori, E., Rasekhi, S. (2014). 'The Influence of Structural Changes in Volatility on Shock Transmission and Volatility Spillover among Iranian Gold and Foreign Exchange Markets', Iranian Economic Review, 18(2), pp. 73-86. doi: 10.22059/ier.2014.53319

CHICAGO

M. M. Shahrazi , Z. (. Elmi , E. Abounoori and S. Rasekhi, "The Influence of Structural Changes in Volatility on Shock Transmission and Volatility Spillover among Iranian Gold and Foreign Exchange Markets," Iranian Economic Review, 18 2 (2014): 73-86, doi: 10.22059/ier.2014.53319

VANCOUVER

Shahrazi, M. M., Elmi, Z. (., Abounoori, E., Rasekhi, S. The Influence of Structural Changes in Volatility on Shock Transmission and Volatility Spillover among Iranian Gold and Foreign Exchange Markets. Iranian Economic Review, 2014; 18(2): 73-86. doi: 10.22059/ier.2014.53319

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