Impact of global oil and gold prices on the Iran stock market returns during the Covid-19 pandemic using the quantile regression approach

The main aim of this paper is to investigate the influence of global oil and gold prices on the Iran stock market during the Covid-19 pandemic. The approach used in this study is the quantile regression method and the effective parameters on the stock price index in the deciles of 0.1–0.9 were studi...

Ausführliche Beschreibung