Akar, C. (2011). Dynamic relationships between the stock exchange, gold, and foreign exchange returns in Turkey. Middle Eastern Finance and Economics, 12, 109-115.
Aloui, R; Jabeur, S. B; & Mefteh-Wali, S. (2022). Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak: A market and sectoral analysis. Research in International Business and Finance, 62, 101709.
Amiri, S, Homayoni Far, M, Karimzadeh, M. & Fallahi, M, A (2014). Investigating dynamic correlation between major assets in Iran using DCC-GARCH method, Economic Research Quarterly (Sustainable Growth and Development), 15(2), 183-201. (In Persion)
Argha, L; Shahabadi, A. & Rudari, S (2018). Threshold effect of exchange rate growth on the efficiency of the industrial sector in Iran, Economic and Modeling Quarterly, 10 (4), 1-26. (In Persion)
Asadi, M; Roubaud, D; & Tiwari, A. K. (2022). Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness. Energy Economics, 109, 105961.
Ashna, M. & Lal Khazari, H (2019). Dynamic Correlation of Global Economic Policy Uncertainty Index with Volatility of Stock, Currency and Coin Markets in Iran: Application of M-GARCH Model of DCC Approach, Econometric Modeling Quarterly, 5(2), 147-172. (In Persion)
Balcilar, M; Gabauer, D; & Umar, Z. (2021). Crude Oil futures contracts and commodity markets: new evidence from a TVP-VAR extended joint connectedness approach. Resources Policy, 73, 102219.
Bouri, E; Cepni, O; Gabauer, D; & Gupta, R. (2021). Return connectedness across asset classes around the COVID-19 outbreak. International review of financial analysis, 73, 101646.
Branson, W.H. (1983), Macroeconomic Determinants of Real Exchange Risk. In: Herring, R.J. (Ed.), Managing Foreign Exchange Risk, Cambridge University, Cambridge.
Chu, Y. (2009). Was it Really a Housing Bubble? Available at SSRN 1353642.
Ciner, C; Gurdgiev, C; & Lucey, B. M. (2013). Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates. International Review of Financial Analysis, 29, 202-211.
Dadmehr, M, Rahnamai Rudpashti, F, Nikumram, H. & Fallah Shams, M. (1400). Investigating contagion between monetary and financial markets in Iran, Economic and Modeling Quarterly, 12(2), 123-166. (In Persion)
Delgado, N. A. B; Delgado, E. B; & Saucedo, E. (2018). The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico. The North American Journal of Economics and Finance, 45, 266-275.
Diebold, F. X; & Yılmaz, K. (2014). On the network topology of variance decompositions: Measuring the connectedness of financial firms. Journal of econometrics, 182(1), 119-134.
Dornbusch, R; & Fischer, S. (1980). Exchange rates and the current account. The American economic review, 70(5), 960-971.
Early, B. R; & Cilizoglu, M. (2020). Economic sanctions in flux: Enduring challenges, new policies, and defining the future research agenda. International Studies Perspectives, 21(4), 438-477.
Falahi, F, Haqit, J, Sanobar, N. and Jahangiri, K (2013). Investigating the correlation between stock, currency and coin market volatility in Iran using the DCC-GARCH model, Research Journal of Economics, 14 (55), 123-147. (In Persion)
Farzanegan, E (2024). Investigating the Contagion Effect of Systemic
Risk Among Main Industries in the Tehran Stock Exchange: A Sequence-Event-
Based Network Approach. Financial Management Strategy, 12(1), 113-138.
(In Persion)
Frankel, J. A. (1992). Monetary and portfolio-balance models of exchange rate determination. In International economic policies and their theoretical foundations (pp. 793-832). Academic Press.
Gavin, M. (1989). The stock market and exchange rate dynamics. Journal of international money and finance, 8(2), 181-200.
Gong, X; Xu, J; Zhou, Z; & Liu, T. (2022). Dynamic volatility connectedness between industrial metal markets. The North American Journal of Economics and Finance, 101814.
Gupta, J; Chevalier, A; & Sayekt, F. (2001). The causality between interest rate, exchange rate and stock price in emerging markets: The case of the Jakarta stock exchange. In Fuzzy Sets in Management, Economics and Marketing, 7(25) 145-163.
Hatipoglu, E; Considine, J; & AlDayel, A. (2022). Unintended Transnational Effects of Sanctions: A Global Vector Autoregression Simulation. Defence and Peace Economics, 33(5), 1-17.
Heydari, H. & Malabahrami, A (2009). Stock investment portfolio optimization based on multivariate GARCH models: Evidence from Tehran Stock Exchange, Financial Research Quarterly, 12(30), 35-56. (In Persion)
Hosseinyoun, N, Behnameh, M. & Ebrahimi Salari, T (2015). Investigating the transmission of return volatility between stock, gold and currency markets in Iran, Iran Economic Research Quarterly, 21(66), 123-150. (In Persion)
Karolyi, G. A. (1995). A multivariate GARCH model of international transmissions of stock returns and volatility: The case of the United States and Canada. Journal of Business & Economic Statistics, 13(1), 11-25.
Li, X; Li, B; Wei, G; Bai, L; Wei, Y; & Liang, C. (2021). Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US. Resources Policy, 73, 102166.
Liew, P. X; Lim, K. P; & Goh, K. L. (2022). The dynamics and determinants of liquidity connectedness across financial asset markets. International Review of Economics & Finance, 77, 341-358.
Liow, K. H; Song, J; & Zhou, X. (2021). Volatility connectedness and market dependence across major financial markets in China economy. Quantitative Finance and Economics, 5(3), 397-420.
Mensi, W; Hammoudeh, S; Al-Jarrah, I. M. W; Sensoy, A; & Kang, S. H. (2017). Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications. Energy Economics, 67, 454-475.
Nham, N; T. H. (2022). An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock, and cryptocurrencies during the COVID-19 health crisis. Technological Forecasting and Social Change, 83, 121909.
Pavlova, A; & Rigobon, R. (2007). Asset prices and exchange rates. The Review of Financial Studies, 20(4), 1139-1180.
Pazouki, N, Hamidian, A, Mohammadi, Sh. & Mahmoudi, V (2012). Using wavelet transformation to investigate the correlation of different exchange rates, oil price, gold price and Tehran stock exchange index in different time scales, Danesh Investment Quarterly, 2(7), 131-148. (In Persion)
Reboredo, J. C; Ugolini, A; & Hernandez, J. A. (2021). Dynamic spillovers and network structure among commodity, currency, and stock markets. Resources Policy, 74, 102266.
Saranj, A, & Rafiei, M. (2023). Explaining the Nonlinear Reaction of the Tehran Stock Exchange Price Index (Value-Weighted) to Oil Shocks Using the Markov Switching Model. Financial Management Strategy, 11(4), 1-24. (In Persion)
Sezavar, M, Khazaei, A. & Islamian, M (2018). Examining the conditional correlation between foreign exchange, gold, housing, stocks and oil markets in Iran's economy, Economic Strategy Quarterly, 8(29), 37-60. (In Persion)
Shiller, R. J. (2007). Understanding recent trends in house prices and home ownership. Working paper 13553.
Spencer, S; Bredin, D; & Conlon, T. (2018). Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets. Journal of Commodity Markets, 9, 1-20.
Yarovaya, L; Brzeszczyński, J; & Lau, C. K. M. (2016). Intra-and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures. International Review of Financial Analysis, 43, 96-114.
Yunus, N. (2020). Time-varying linkages among gold, stocks, bonds and real estate. The Quarterly Review of Economics and Finance, 77, 165-185.
Zhao, H. (2010). Dynamic relationship between exchange rate and stock price: Evidence from China. Research in International Business and Finance, 24(2), 103-112.