Commodity Exchange and Stock Exchange in an Islamic Economy

Bubbles In Tehran Stock Exchange

an appropriate model for exchange rate predictability in iran: comparing potential forecastability

nowadays in trade and economic issues, prediction is proposed as the most important branch of science. existence of effective variables, caused various sectors of the economic and business executives to prefer having mechanisms which can be used in their decisions. in recent years, several advances have led to various challenges in the science of forecasting. economical managers in various fi...

Comparative study on Warsaw Stock Exchange and Vienna Stock Exchange

A very important research topic is describing the way in which different asset price movements are correlated. Modern portfolio theory methods are based on observed correlations between returns at daily or larger time scales. One expects that coarse scale correlations originate from intraday movements that are strongly correlated. This implies the important question of how to obtain better esti...

Volatility Spillover of the Exchange Rate and the Global Economy on Iran Stock Market

Financial markets are one of the most fundamental markets in any country. In the financial markets, the securities market and the foreign exchange market are sensitive sectors. These two markets are affected by fluctuations and economic cycles so reflect economic changes rapidly. Changes in the returns of one market due to arbitrage conditions during time lead to changes in the returns of other...

Price Dynamics in an Exchange Economy

The pure exchange model is the foundation of the neoclassical theory of value, yet equilibrium predictions and models of price adjustment for this model remained untested prior to the experiment reported in this paper. With the exchange economy replicated several times, prices and allocations converge sharply to the competitive equilibrium in continuous double auction (CDA) trading. Convergence...