Prediction Bubbles and Crises in the Tehran Stock Exchange and Exchange Rates

Document Type : Original Article

Author
u. khatam
Abstract
The purpose of this study is to investigate the factors affecting the financial crisis of 2008 and providing a model by the heterogeneous enterprise approach in order to prevent crises and predict bubble in stock prices and the exchange rate in Iran. In this study, using heterogeneous enterprise models, price of five shares of Telecom companies, Iran Khodro, Pasargad Bank, Mapna group and Khark Petrochemical along with the dollar exchange rate, for the period march 90 to march 95 has been predicted and the Bubble will be checked at these prices. In this study, a model to predict stock prices and exchange of Iran have been provided so that by comparing the predicted price with the basic price, we could become aware of the bubble and would prevent its collapse
Keywords: heterogeneous enterprise, price forecasting, bubble fundamentalist, chartist
Keywords: heterogeneous enterprise, price forecasting, bubble fundamentalist, chartist
Keywords: heterogeneous enterprise, price forecasting, bubble fundamentalist, chartist
Keywords

  • Receive Date 20 June 2022
  • Accept Date 21 June 2022