An investigation of Forex market efficiency based on detrended fluctuation analysis: A case study for Iran E Abounoori, M Shahrazi, S Rasekhi Physica A: Statistical Mechanics and its Applications 391 (11), 3170-3179, 2012 | 45 | 2012 |
Econophysics from theory to application: a case study of iran S Rasekhi, M Shahrazi International Journal of Economics and Management Engineering 2 (4), 2012 | 11 | 2012 |
The effect of structural breaks in the volatility of the transfer of momentum and volatility spillovers between gold and stock markets in Iran Z Elmi, E Abounoori, SH Rasehi, M Shahrazi Quarterly Journal of Economic Modeling 8 (26), 57-73, 2013 | 7 | 2013 |
Commodity prices and inflation: an application of structural VAR M Shahrazi, S Ghaderi, B Sanginabadi Applied Economics 55 (27), 3110-3120, 2023 | 4 | 2023 |
The Impact of World Commodity Price Index on Tehran Stock Exchange Returns: The Bayesian Approach of Markov Switching Method S Ghaderi, M Shahrazi Financial Research Journal 22 (1), 90-109, 2020 | 3 | 2020 |
The influence of structural changes in volatility on shock transmission and volatility spillover among Iranian gold and foreign exchange markets MM Shahrazi, ZM Elmi, E Abounoori, S Rasekhi Iranian Economic Review 18 (2), 73-86, 2014 | 3 | 2014 |
Modified R/S and DFA Analyses of Foreign ExchangeMarket Efficiency under Two Exchange Rate Regimes: A Case Study of Iran S Rasekhi, M Shahrazi Iranian Journal of Economic Research 18 (57), 1-26, 2014 | 2 | 2014 |
An Examination of Foreign Exchange Market Efficiency Hypothesis: A Case Study of Iran S RASEKHI, M Shahrazi JOURNAL OF MONETARY & FINANCIAL ECONOMICS 19 (4), 119-139, 2013 | 2 | 2013 |
Choosing an optimal Model for Explaining & Forecasting the Volatility of Iranian Gold Price Returns: a Comparison of GARCH, IGARCH & FIGARCH Models M Shahrazi Financial Engineering and Portfolio Management 8 (31), 267-280, 2017 | 1 | 2017 |
An Application of Econophysics to Study the Relationship between trading volume and stock returns in Tehran Stock Exchange M Shahrazi, M Shahrazi Quarterly Journal of Quantitative Economics, 2023 | | 2023 |
The Effect of Central Bank Independence on Stock Market Volatility in Tehran Stock Exchange Z Yazdani Charati, M Shahrazi The Journal of Economic Studies and Policies 8 (2), 142-167, 2021 | | 2021 |
Comparing the Impact of Global Metals Price Index on Stock Returns of Base Metals and Extraction of Metal Minerals Group: Fixed Transition Probabilities Approach of Markov … M Shahrazi, S Ghaderi JOURNAL OF ECONOMIC MODELING 4 (415001236), 31-58, 2019 | | 2019 |