ابوالحسنی هستیانی، اصغر؛ مهرآرا، محسن و خواجهمحمدلو، علی (۱۴۰۳). تابع واکنش سیاستگذار پولی در کشورهای صادرکننده نفت: رهیافت رگرسیون انتقال ملایم.
مجله توسعه و سرمایه، ۹(1)، ۱–۲۹.
https://doi.org/10.22103/jdc.2023.20626.1322.
ایرانمنش، سعید؛ صالحی، نورالله و جلائی، سید عبدالمجید (۱۴۰۰). بررسی اثر تحریمهای خارجی بر تراز پرداختهای خارجی جمهوری اسلامی ایران: رویکرد سیستمهای پویا.
نظریههای کاربردی اقتصاد، ۸(2)، ۷۵–۱۰۶.
https://doi.org/10.22034/ecoj.2021.11417.
تهرانی، رضا؛ مختاربند، محمود و العبوده، منال (۱۴۰۳). اثر شوک تحریم بر شاخص بازار سرمایه ایران.
مدیریت دارایی و تأمین مالی، ۱۲(2)، ۱۱۳–۱۲۶.
https://doi.org/10.22108/amf.2024.141380.1880.
حیدری، حسن و بشیری، سحر (۱۳۹۱). بررسی رابطه بین نااطمینانی نرخ واقعی ارز و شاخص قیمت سهام در بورس اوراق بهادار تهران: مشاهداتی بر پایه مدل VAR-GARCH .
تحقیقات مدلسازی اقتصادی، 3(9)، ۷۱–۹۳.
http://jemr.khu.ac.ir/article-1-238-fa.html.
جلیلی، ظریفه؛ عصاری آرانی، عباس؛ یاوری، کاظم و حیدری، حسن (۱۳۹۶). ارزیابی سازوکار انتقال اثرات سیاست پولی بر بازار سهام در ایران با استفاده از روش خودرگرسیون برداری ساختاری (SVAR).
پژوهشهای اقتصادی، ۱۷(4)، ۱۷۳–۱۹۵.
https://ecor.modares.ac.ir/article-18-131-fa.pdf.
رحمانپور، ابراهیم؛ عابد، بهاره و الفتی، سمیرا (۱۴۰۰). اثرگذاری تحریمهای تجاری بر شاخص سهام در صنایع مختلف پذیرفتهشده در بورس اوراق بهادار.
راهبرد مدیریت مالی، ۹(3)، ۱۶۱–۱۷۶.
https://doi.org/10.22051/jfm.2020.28397.2220.
رحیمیفر، فرهاد؛ حسنوند، داریوش و زاهد غروی، مهدی (۱۴۰۳). اثر نااطمینانی سیاست پولی بر نااطمینانی بازار سهام.
مجله توسعه و سرمایه، ۹(1)، ۱۵۷–۱۸۲.
https://doi.org/10.22103/jdc.2023.20577.1319.
زارع، روحالله (۱۴۰۱). سیاست پولی و چرخههای بازار سهام در ایران.
اقتصاد مقداری، ۱۹(1)، ۱–۲۷.
https://doi.org/10.22055/jqe.1880.
ستوده، بهاره؛ خلیلی، فرزانه و عسکری، فرید (۱۳۹۹). بررسی تأثیر سیاستهای مالی بر عملکرد بازار سرمایه در کشورهای منتخب صادرکننده نفت: رهیافت PVAR .
فصلنامه پژوهشها و سیاستهای اقتصادی، ۲۸(96)، ۳۳۱–۳۷۱.
https://qjerp.ir/article-1-2841-fa.html.
سلمانی بیشک، محمدرضا؛ برقی اسکویی، محمدمهدی و لک، سودا (۱۳۹۴). تأثیر شوکهای سیاست پولی و مالی بر بازار سهام ایران.
تحقیقات مدلسازی اقتصادی، ۶(22)، ۱۳۱–۱۹۳.
https://doi.org/10.18869/acadpub.jemr.6.22.93.
شمسالدینی، مصطفی (۱۴۰۳). بررسی تأثیر تحریمهای اقتصادی و نااطمینانی سیاستهای دفاعی- امنیتی بر تعدیل پویای نوسانات بازده سهام.
فصلنامه اقتصاد دفاع و توسعه پایدار، ۹(34)، ۹–۳۴.
https://journals.sndu.ac.ir/article_3232.html.
شهبازی، کیومرث؛ رضایی، ابراهیم و عباسی، ابوالفضل (۱۳۹۲). سیاستهای پولی و مالی و کارایی بازار سهام: شواهد تجربی در ایران.
دانش مالی تحلیل اوراق بهادار (مطالعات مالی)، 6(20)، ۶۳–۷۷.
https://www.sid.ir/paper/200068/fa.
فدایینژاد، محمداسماعیل و فراهانی، رضا (۱۳۹۶). اثرات متغیرهای کلان اقتصادی بر شاخص کل بورس اوراق بهادار تهران.
اقتصاد مالی، ۱۱(39)، ۱–۲۶. .
https://www.sid.ir/paper/500186/fa
قادریمقدم، رضا؛ باصری، بیژن؛ فلیحی، نعمت و عباسی، غلامرضا (۱۴۰۱). ارزیابی اثرگذاری نااطمینانی ناشی از تورم و رشد اقتصادی بر مصرف نفت و گاز در ایران.
اقتصاد مالی، 16(59)، ۴۷–۷۴.
https://journals.iau.ir/article_694713.html.
کریمی، محمدشریف؛ حیدریان، مریم و دهقانجبارآبادی، شهرام (۱۳۹۷). تحلیل اثرات سرریز بین بازارهای نفت و بورس اوراق بهادار تهران در طول مقیاسهای چندگانه زمانی (با استفاده از مدل VAR-GARCH-BEKK بر پایه موجک).
اقتصاد مالی، ۱۲(42)، ۲۵–۴۶.
https://journals.iau.ir/543455.
کریمی، مجتبی؛ سبحانیان، فریدهسادات و علیاکبری، محمدامین (۱۴۰۱). تأثیر نااطمینانی سیاستهای پولی و ارزی بر گرایشات احساسی سرمایهگذاران.
پژوهشنامه اقتصاد و کسبوکار، 13(24)، ۶۱–۷۵.
https://journals.iau.ir/article_693493.html.
کمال، الهام و تقینژادعمران، وحید (۱۴۰۲). بررسی اثر اعتبار بانک مرکزی بر نرخ بهره با تأکید بر عوامل مالی و نهادی.
پژوهشهای اقتصادی ایران، ۲۸(94)، ۱۲۶–۱۸۱.
https://doi.org/10.22054/ijer.2023.66803.1080.
محرابیان، آزاده و چگنی، ایلناز (1393). اثر نرخ ارز و نوسانات آن بر شاخص قیمت سهام در ایران.
اقتصاد کاربردی، 4، 65-78. [
PDF].
محمدینژاد پاشاکی، محمدباقر (۱۴۰۳). بررسی و تحلیل نقش تحریمهای اقتصادی در سرریز بازده به بازارهای سهام، ارز و سکه طلا.
مطالعات راهبردی مالی و بانکی، 2(1)، ۶۰–۷۲.
https://doi.org/10.22105/fbs.2024.194532.
مهدیلو، علی؛ ابوالحسنی هیستانی، اصغر و رضایی، محسن (1398). رتبهبندی انواع تحریمهای اقتصادی و برآورد شاخص مخاطرات تحریم با استفاده از روش تحلیل سلسله مراتبی فازی.
نظریههای کاربردی اقتصاد، 6(2)، 47-72. [
PDF].
References
Abbas, A., Ahmed, E., & Husain, F. (2019). Political and economic uncertainty and investment behaviour in Pakistan.
The Pakistan Development Review,
58(3), 307–331. [
RePeec].
Abolhasani Hestiyani, A., Mehrara, M., & Khajeh Mohammadlou, A. (2024). The monetary policy reaction function in oil-exporting countries: A smooth transition regression approach.
Journal of Development and Capital,
9(1), 1–29.
https://doi.org/10.22103/jdc.2023.20626.1322 [In Persian].
Afshari, Z., & Daraei, F. (2018). The impact of central bank independence on stock market volatility.
Journal of Money and Economy,
13(4), 423–441.
http://jme.mbri.ac.ir/article-1-443-en.html.
Aizenman, J., & Marion, N.P. (1991). Policy uncertainty, persistence and growth.
NBER Working Paper No. w3848.
https://ssrn.com/abstract=1640418.
Alwadeai, A., Vlasova, N., Mareeh, H., & Aljonaid, N. (2024). Stock market responses to economic sanctions: Evaluating the roles of national reserves and financial market access.
Borsa Istanbul Review,
24(6), 1358–1372.
https://doi.org/10.1016/j.bir.2024.10.006.
Anh Nguyen, T.L., Pham, M., Tran, T., & Tran, A. (2025). World economic policy uncertainty and the stock market in Vietnam: Current situations and policy suggestions.
Journal of Economics, Finance and Management Studies,
8.
https://doi.org/10.47191/jefms/v8-i2-59.
Antonakakis, N., Chatziantoniou, I., & Filis, G. (2013). Dynamic co-movements of stock market returns, implied volatility and policy uncertainty.
Economics Letters,
120(1), 87–92.
https://doi.org/j.econlet.2013.04.004.
Ayeni, E., & Fanibuyan, O. (2022). The dynamics of uncertainty, macroeconomic variables, and capital market performance: A case study of Nigeria.
Research in Globalization,
5, 100107.
https://doi.org/j.resglo.2022.100107.
Bachmann, R., Elstner, S., & Sims, E.R. (2010). Uncertainty and economic activity: Evidence from business Survey Data.
National Bureau of Economic Research Working Paper Series,
16143.
https://doi.org/w16143.
Bacon, D.W., & Watts, D.G. (1971). Estimating the transition between two intersecting straight lines.
Biometrika,
58(3), 525–534.
https://doi.org/10.1093/biomet/58.3.525.
Baker, S.R., & Bloom, N. (2013). Does uncertainty reduce growth? Using disasters as natural experiments.
National Bureau of Economic Research Working Paper Series,
19475, 1–31.
https://doi.org/w19475.
Balcilar, M., Gupta, R., & Miller, S.M. (2015). Regime switching model of US crude oil and stock market prices: 1859 to 2013.
Energy Economics,
49, 317–327.
https://doi.org/10.1016/j.eneco.2015.01.026.
Barro, R., & Gordon, D. (1983b). A positive theory of monetary policy in a nature rate model.
Journal of Political Economy,
91, 589–610.
https://doi.org/10.1086/261167.
Barro, R.J., & Gordon, D.B. (1983a). Rules, discretion and reputation in a model of monetary policy.
Journal of Monetary Economics,
12(1), 101–121.
https://doi.org/10.1016/0304-3932(83)90051-X.
Basher, S.A., Haug, A.A., & Sadorsky, P. (2012). Oil prices, exchange rates and emerging stock markets.
Energy Economics,
34(1), 227–240.
https://doi.org/10.1016/j.eneco.2011.10.005.
Bauer, M.D., & Swanson, E.T. (2020). An Alternative Explanation for the “Fed Information Effect”.
National Bureau of Economic Research Working Paper Series,
27013, 1–47.
https://doi.org/10.3386/w27013.
Baum, C.F., Caglayan, M., & Talavera, O. (2010). On the sensitivity of firms' investment to cash flow and uncertainty.
Oxford Economic Papers,
62(2), 286–306.
https://doi.org/10.1093/oep/gpp015.
Bernanke, B.S. (1983). Irreversibility, uncertainty, and cyclical investment*.
The Quarterly Journal of Economics,
98(1), 85–106.
https://doi.org/10.2307/1885568.
Bernanke, B.S. (2010). Central bank independence, transparency, and accountability. In
Speech at the Institute for Monetary and Economic Studies International Conference, Bank of Japan, Tokyo, Japan, May (Vol. 25). https://www.federalreserve.gov/newsevents/speech/bernanke20100525a.htm.
Blinder, Alan S. (1998). Central banking in theory and practice. Cambridge MA: MIT Press.
https://mitpress.mit.edu/9780262522601/central-banking-in-theory-and-practice.
Bloom, N. (2009). The impact of uncertainty shocks.
Econometrica,
77(3), 623–685.
https://doi.org/ECTA6248.
Bomfim, A.N., & Rudebusch, G.D. (2000). Opportunistic and Deliberate Disinflation under Imperfect Credibility.
Journal of Money, Credit and Banking,
32(4), 707–721.
https://doi.org/10.2307/2601179.
Cecchetti, S.G., & Krause, S. (2002). Central bank structure, policy efficiency, and macroeconomic performance: exploring empirical relationships.
Federal Reserve Bank of St. Louis Review,
84, 47–60. [
RePeec].
Celebi, K., & Hönig, M. (2019). The impact of macroeconomic factors on the german stock market: Evidence for the crisis, pre- and post-crisis periods.
International Journal of Financial Studies,
7(2), 18.
https://www.mdpi.com/2227.
Chan, K.S., & Tong, H. (1986). On estimating thresholds in autoregressive models.
Journal of Time Series Analysis,
7(3), 179–190.
https://doi.org/10.1111/j.1467-9892.1986.tb00501.x.
Christou, C., Cunado, J., Gupta, R., & Hassapis, C. (2017). Economic policy uncertainty and stock market returns in Pacific Rim countries: Evidence based on a Bayesian panel VAR model.
Journal of Multinational Financial Management,
40, 92–102.
https://doi.org/10.1016/j.mulfin.2017.03.001.
De Mendonça, H.F., & de Lima, C.N. (2024). Does central bank credibility from professional forecasters and consumers affect the interest rate and its expectations?
Journal of Economic Studies,
51(4), 895–918.
https://doi.org/10.1108/JES-04-2023-0205.
Demir, I. (2025). The role of stock markets in economic growth: Empirical evidence from panel data analysis.
WFE Research Working Paper,
7. [
PDF].
Dokas, I., Oikonomou, G., Papadamou, S., & Spyromitros, E. (2023). Central bank credibility’s effect on stock exchange returns’ volatility: Evidence from OECD countries.
Economies,
11(10), 257.
https://www.mdpi.com/10/257.
Eggertsson, G.B., & Woodford, M. (2003). The zero bound on interest rates and optimal monetary policy.
Brookings Papers on Economic Activity,
1, 139–233. [
PDF].
Enders, W. (2004). Applied econometric time series. In: Wiley series in probability and statistics. John Wiley & Sons, Inc., Hoboken. [
PDF].
Fadaeinejad, M.E., & Farahani, R. (2017). The effects of macroeconomic variables on Tehran Stock Exchange’s overall index.
Financial Economics,
11(39), 1–26.
https://www.sid.ir/paper/500186/fa [In Persian].
Fama, E.F., & Schwert, G.W. (1977). Asset returns and inflation.
Journal of Financial Economics,
5(2), 115–146.
https://doi.org/10.1016/0304-405X(77)90014-9.
Förch, T., & Sunde, U. (2012). Central bank independence and stock market returns in emerging economies.
Economics Letters,
115(1), 77–80.
https://doi.org/10.1016/j.econlet.2011.11.030.
Ghaderi Moghadam, R., Baseri, B., Falehi, N., & Abbasi, G. (2022). Evaluating the impact of uncertainty from inflation and economic growth on oil and gas consumption in Iran.
Financial Economics,
16(59), 47–74.
https://journals.iau.ir/article_694713.html [In Persian].
Ghani, M., & Ghani, U. (2024). Economic Policy Uncertainty and Emerging Stock Market Volatility.
Asia-Pacific Financial Markets,
31(1), 165–181.
https://doi.org/10.1007/s10690-023-09410-1.
Heidari, H., & Bashiri, S. (2012). Investigating the relationship between real exchange rate uncertainty and stock price index in Tehran Stock Exchange: Evidence based on VAR-GARCH model.
Economic Modeling Research,
3(9), 71–93.
http://jemr.khu.ac.ir/article-1-238-fa.html [In Persian].
Hufbauer, G.C., Schott, J.J., Elliott, K.A., & Oegg, B. (2009).
Economic Sanctions Reconsidered, 3rd Edition.
https://www.piie.com/bookstore/economic-sanctions-reconsidered-3rd-edition-paper.
Iranmanesh, S., Salehi, N., & Jalaei, S. A. (2021). The effect of foreign sanctions on the balance of payments of the Islamic Republic of Iran: A system dynamics approach.
Applied Theories of Economics,
8(2), 75–106.
https://doi.org/10.22034/ecoj.2021.11417 [In Persian].
Jabeen, A., Yasir, M., Ansari, Y., Yasmin, S., Moon, J., & Rho, S. (2022). An empirical study of macroeconomic factors and stock returns in the context of economic uncertainty news sentiment using machine learning.
Complexity,
2022(1), 4646733.
https://doi.org/10.1155/2022/4646733.
Jalili, Z., Asari Arani, A., Yavari, K., & Heidari, H. (2017). Evaluating the transmission mechanism of monetary policy effects on the stock market in Iran using the structural vector autoregression (SVAR) approach.
Economic Research Quarterly,
17(4), 173–195.
https://ecor.modares.ac.ir/article-18-131-fa.pdf [In Persian].
Jiang, W. (2021). Applications of deep learning in stock market prediction: Recent progress.
Expert Systems with Applications,
184, 115537.
https://doi.org/10.1016/j.eswa.2021.115537.
Jones, P.M., & Olson, E. (2013). The time-varying correlation between uncertainty, output, and inflation: Evidence from a DCC-GARCH model.
Economics Letters,
118(1), 33–37.
https://doi.org/j.econlet.2012.09.012.
Kamal, E., & Taghinejadomran, V. (2022). Fiscal determinants of central bank credibility: Evidence on Inflation-Targeting economies.
Iranian Journal of Economic Studies, 10(2), 441-472.
10.22099/ijes.2022.42428.1803.
Kamal, E., & Taghinezhad Omran, V. (2023). The effect of central bank credibility on interest rate with emphasis on financial and institutional factors.
Iranian Economic Research,
28(94), 126–181.
https://doi.org/ijer.66803.1080 [In Persian].
Karimi, M. Sh., Heidarian, M., & Dehghan Jabarabadi, Sh. (2018). Spillover effects between oil and Tehran Stock Exchange markets across multiple time scales: A wavelet-based VAR-GARCH-BEKK model.
Financial Economics,
12(42), 25–46.
https://journals.iau.ir/543455 [In Persian].
Karimi, M., Sobhaniyan, F.S., & Aliakbari, M.A. (2022). The impact of monetary and exchange rate policy uncertainty on investors’ sentiment.
Business and Economics Research Bulletin,
13(24), 61–75.
https://journals.iau.ir/article_693493.html [In Persian].
Keefer, P. (1999). When do special interests run rampant? Disentangling the role of elections, incomplete information and checks and balances in banking crises.
Development Research Group, World Bank. https://ssrn.com/abstract=632610.
Kim, H., & Kung, H. (2016). The Asset Redeployability Channel: How Uncertainty Affects Corporate Investment.
The Review of Financial Studies,
30(1), 245–280.
https://doi.org/10.1093/rfs/hhv076.
Klomp, J., & de Haan, J. (2009). Central bank independence and financial instability.
Journal of Financial Stability,
5(4), 321–338.
https://doi.org/10.1016/j.jfs.2008.10.001.
Kydland, F.E., & Prescott, E.C. (1977). Rules rather than discretion: The inconsistency of optimal plans.
Journal of Political Economy,
85(3), 473–491.
https://doi.org/10.1086/260580.
Lakdawala, A., & Wu, S. (2017). Federal Reserve credibility and the term structure of interest rates.
European Economic Review,
100, 364–389.
https://doi.org/10.1016/j.euroecorev.2017.08.012.
Laopodis, N.T. (2009). Fiscal policy and stock market efficiency: Evidence for the United States.
The Quarterly Review of Economics and Finance,
49(2), 633–650.
https://doi.org/10.1016/j.qref.2007.10.004.
Laurens, B. J., Sommer, M., Arnone, M., & Segalotto, J.F. (2007). Central bank autonomy: Lessons from global trends.
Working Paper,
2007/088. [
IMF].
Mahdilou, A., Abolhasani Hestiyani, A., & Rezaei, M. (2019). Ranking types of economic sanctions and estimating the sanctions risk index using the fuzzy hierarchical analysis method.
Applied Theories of Economics,
6(2), 47–72. [
PDF] [In Persian].
Marcus, A. A. (1981). Policy Uncertainty and Technological Innovation.
Academy of Management Review,
6(3), 443–448.
https://doi.org/10.5465/amr.1981.4285783.
Mehrabian, A., & Chegini, E. (2014). The effect of exchange rate and its fluctuations on the stock price index in Iran.
Applied Economics,
4, 65–78. [
PDF] [In Persian].
Mishkin, F.S. (2007). Inflation dynamics.
International Finance, 10(3), 317-334.
https://doi.org/10.1111/j.1468-2362.2007.00205.x.
Mohammadinejad Pashaki, M.B. (2024). Analyzing the role of economic sanctions spillover in stock, foreign exchange, and gold coin markets.
Strategic Financial and Banking Studies,
2(1), 60–72.
https://doi.org/fbs.194532 [In Persian].
Neuenkirch, M., & Tillmann, P. (2014). Inflation Targeting, Credibility and Non-Linear Taylor Rules.
Journal of International Money and Finance,
41, 30–45.
https://doi.org/10.1016/j.jimonfin.2013.10.006.
Peksen, D. (2009). Better or worse? the effect of economic sanctions on human rights
*.
Journal of Peace Research, 46(1), 59-77.
https://doi.org/10.1177/0022343308098404.
Rahimifar, F., Hasanvand, D., & Zahed Gharavi, M. (2024). The effect of monetary policy uncertainty on stock market uncertainty.
Journal of Development and Capital,
9(1), 157–182.
https://doi.org/jdc.2023.20577.1319 [In Persian].
Rahmanpour, E., Abed, B., & Alfti, S. (2021). The impact of trade sanctions on stock indices in different industries listed on the Tehran Stock Exchange.
Financial Management Strategy,
9(3), 161–176.
https://doi.org/jfm.2220 [In Persian].
Rodrik, D. (1991). Policy uncertainty and private investment in developing countries.
Journal of Development Economics,
36(2), 229–242.
https://doi.org/10.1016/0304-3878(91)90034-S.
Roudari, S., Ahmadian-Yazdi, F., Arabi, S. H., & Hammoudeh, S. (2023). Sanctions and Iranian stock market: Do the institutional quality matter?
Borsa Istanbul Review,
23(4), 919–935.
https://doi.org/j.bir.2023.03.006.
Salmani Bishak, M.R., Barghi Eskooi, M.M., & Lak, S. (2015). The impact of monetary and fiscal policy shocks on Iran's stock market.
Economic Modeling Research,
6(22), 131–193.
https://doi.org/jemr.6.22.93 [In Persian].
Shahbazi, K., Rezaei, E., & Abbasi, A. (2013). Monetary and fiscal policies and stock market efficiency: Empirical evidence from Iran.
Financial Knowledge of Securities Analysis (Financial Studies),
6(20), 63–77.
https://www.sid.ir/paper/200068 [In Persian].
Shamseddini, M. (2024). The impact of economic sanctions and defense-security policy uncertainty on dynamic adjustment of stock return volatility.
Defense and Sustainable Development Economics Quarterly,
9(34), 9–34.
https://journals.sndu.ac.ir/article_3232.html [In Persian].
Shiller, R.J. (2000). Irrational exuberance
. Princeton university press, princeton, New Jersey. [
PDF].
Shyam, S.J., Bijesh, D., & Prashant, C. (2023). Factors Affecting Stock Market Movements: An Investors Perspective.
European Economic Letters (EEL),
13(1), 304–308.
https://doi.org/10.52783/eel.v13i1.172.
Siregar, E.I. (2019). The impact of political risk and macro economics on stock return at Indonesia stock exchange (An approach of arbritage pricing theory (APT)).
KnE Social Sciences,
3(26), 744–772.
https://doi.org/kss.v3i26.5412.
Sotoudeh, B., Khalili, F., & Askari, F. (2020). Investigating the effect of fiscal policies on capital market performance in selected oil-exporting countries: A PVAR approach.
Quarterly Journal of Economic Research and Policies,
28(96), 331–371.
https://qjerp.ir/article-1-2841-fa.html [In Persian].
Svensson, L.E.O. (2017). Leaning against the wind: The role of different assumptions about the costs.
National Bureau of Economic Research Working Paper Series,
23745.
https://doi.org/10.3386/w23745.
Tabellini, G. (1987). Central bank reputation and the monetization of deficits: The 1981 Italian monetary reform.
Economic Inquiry,
25(2), 185–200.
https://doi.org/10.1111/j.1465-7295.1987.tb00734.x.
Tehrani, R., Mokhtarbande, M., & Al-Obouda, M. (2024). The impact of sanctions shock on the Iranian capital market index.
Asset Management and Financing,
12(2), 113–126.
https://doi.org/amf.2024.141380.1880 [In Persian].
Van Dijk, D. (1999). Smooth transition models: Extensions and outlier robust inference.
Erasmus University Rotterdam.
https://repub.eur.nl/pub/1856/fewdis20020501113139.pdf.
Wen, F., Li, C., Sha, H., & Shao, L. (2021). How does economic policy uncertainty affect corporate risk-taking? Evidence from China.
Finance Research Letters,
41, 101840.
https://doi.org/10.1016/j.frl.2020.101840.
Xu, Y., Wang, J., Chen, Z., & Liang, C. (2021). Economic policy uncertainty and stock market returns: New evidence.
The North American Journal of Economics and Finance,
58, 101525.
https://doi.org/j.najef.101525.
Yuan, D., Li, S., Li, R., & Zhang, F. (2022). Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis.
Energy Economics,
110, 105972.
https://doi.org/j.eneco.2022.105972.
Zare, R. (2022). Monetary policy and stock market cycles in Iran.
Quantitative Economics,
19(1), 1–27.
https://doi.org/10.22055/jqe.1880 [In Persian].
