Semnan University Journal Management System


1.	Investigating the Empirical Validity of the Adaptive Market Hypothesis Using smooth transition autoregressive model in the Tehran Stock Exchange
	Pages 9-31
	Gholamhossein Asadi; Esmaeil Fadaeenezhad; Hamid Faroughi
	View Article PDF 4.74 M

2.	Examination of Contagion and Oil Price Volatility on Returns of the Stock Market, Exchange Rate and Gold Price in Iran: VAR-DCC-GARCH, Continuous Wavelet, and Time-Varying Wavelet Approach
	Pages 33-62
	Maryam Nafisi Moghadam; Shahram Fattahi
	View Article PDF 4.99 M

3.	Modeling the Volatility of the Iranian Asset Markets Using Factor Multivariate Stochastic Volatility Model
	Pages 63-96
	reza Taleblou; Parisa Mohajeri
	View Article PDF 4.9 M

4.	The effect of social capital on household water consumption: A provincial study
	Pages 97-122
	Samira Riga; Zahra Nasrollahi
	View Article PDF 4.69 M

5.	Investigating the role of institutional quality in relation to the abundance of natural resources on economic growth in Iran: Kalman filter approach
	Pages 123-149
	Forod Bayat Baghaee; Roya Seifipour; Teimour Mohammadi,; Azadeh Mehrabian
	View Article PDF 4.81 M

6.	Modeling the role of banking risks on the performance of the banking system and macroeconomic variables with the DSGE model approach
	Pages 151-181
	Yazdan Gudarzi Farahani; Seyedhadi Arabi; Omid Ali Adeli
	View Article PDF 4.92 M

Investigating the Empirical Validity of the Adaptive Market Hypothesis Using smooth transition autoregressive model in the Tehran Stock Exchange