no code implementations • 25 Oct 2023 • Mohammadreza Mahmoudi
This study investigates the influence of monetary policy and monetary policy uncertainties on Bitcoin returns, utilizing monthly data of BTC, and MPU from July 2010 to August 2023, and employing the Markov Switching Means VAR (MSM-VAR) method.
no code implementations • 16 Jun 2022 • Mohammadreza Mahmoudi, Amir Mosavi
Detection of the relationship between two time series is so important in environmental and hydrological studies.
no code implementations • 30 Apr 2022 • Mohammadreza Mahmoudi
Due to this, I developed a Markov regime switching approach to analyze the effect of Bitcoin on an international portfolio performance.
no code implementations • 2 Jan 2022 • Mohammadreza Mahmoudi
Specifically, based on this paper's results, this strategy could reduce the death rate and GDP loss of the United States 0. 03 percent and 2 percent respectively.
no code implementations • 7 Sep 2021 • Mohammadreza Mahmoudi
Even though the shares of other sectors like industry and services in GDP have increased over time, the oil sector still plays a key role in the economic growth of Iran.
no code implementations • 31 Aug 2021 • Mohammadreza Mahmoudi, Hana Ghaneei
The findings also show the crude oil market has negative effect on the stock market in regime 1, while it has positive effect on the stock market in regime 2.