Abstract
The aim of this paper is to examine contagion phenomenon between stock market, exchange rate and gold coin market using the DCC-GARCH model and correlations analysis over the period from 27/03/2010 to 21/09/2013 in Iran. Results from the time-varying conditional correlation test for contagion show that only the exchange and gold coin market show evidence of contagion, and there is no contagion evidence between stock-gold coin markets and stock-exchange markets.
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