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

  Writer : Shahrazi، Mohammad Mahdi ؛ Elmi، Zahra (Mila) ؛ Abounoori، Esmaiel ؛ Rasekhi، Saeed ؛

  Journal:Iranian Economic Reveiw»Spring 2014, Volume 18 - Number 2 Ranking Science-Research (Ministry of Science/ISC (‎14 page(s) - From 73 to 86 )

  Keywords:VolatilityStructural ChangesShock TransmissionSpillover EffectModified ICSS AlgorithmGARCH ProcessForeign Exchange MarketGARCHARCHIranian

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