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mohammad mahdi shahrazi
mohammad mahdi shahrazi
Assistant Professor of Economics, Golestan University
Verified email at gu.ac.ir
Title
Cited by
Cited by
Year
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
452012
Econophysics from theory to application: a case study of iran
S Rasekhi, M Shahrazi
International Journal of Economics and Management Engineering 2 (4), 2012
112012
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
72013
Commodity prices and inflation: an application of structural VAR
M Shahrazi, S Ghaderi, B Sanginabadi
Applied Economics 55 (27), 3110-3120, 2023
42023
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
32020
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
32014
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
22014
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
22013
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
12017
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
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