The Impact of Monetary Policy Shocks on the Fluctuation of Stock Price Index in Iran

Ali Hassanzadeh, Rafik Nazarian and Mehran Kianvand

Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), 2011, vol. 4, issue 9, 1-44

Abstract: The purpose of this paper is investigation of monetary policy shock effects on stock market price index in Iran. We used legal deposit ratio، banks debt to central bank and private sector debt to banks as measurements of monetary policy. Also، Tehran stock Exchange Price Index (TEPIX) was used as

Keywords: Monetary Policy; Stock Price Index; Liquidity; Portfolio Theory; Assets Price Channel (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:mbr:jmbres:v:4:y:2011:i:9:p:1-44

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