Spring 2021, Volume 16 - Number 2 Ranking ب (Ministry of Science)
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Writer : Rahbar، Farhad ؛ Corresponding Author : Behzadi Soufiani، Mohsen ؛
(30 page(s) - From 135 to 164 )
Keywords:Oil revenuesIranSTRNPLsPSTR.
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Corresponding Author : Amiri، Hossein ؛ Writer : Najafi Nejad، Mahmood ؛ Mousavi، Seyede Mohadese ؛
(22 page(s) - From 165 to 186 )
Keywords:GARCH modelValue at Risk (VaR)Lévy DistributionRisk Management.
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Corresponding Author : H. soureh، Reza ؛ Writer : Abdollahi Poor، Mohammad Sadegh ؛ Botshekan، Mohammad Hashem ؛ Takaloo، Amir ؛
(26 page(s) - From 187 to 212 )
Keywords:Global Economic Policy Uncertainty (GEPU)Non-Performing Loans (NPL)DCC-GARCHBanks.
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Corresponding Author : Yazdani، Mahdi ؛ Writer : Daryani، Elmira ؛
(23 page(s) - From 213 to 235 )
Keywords:Financial CrisesOutput LossesEmerging CountriesSudden FloodSudden StopsUnbalanced Panel Data.
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Writer : Zarei، Mehran ؛ Mirjalili، Seyed Hossein ؛ Corresponding Author : esfandiari، marziyeh ؛
(16 page(s) - From 237 to 252 )
Keywords:G20Quantile RegressionFinancial StabilityShadow Banking
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Writer : Feghhi Kashani، Mohammad ؛ Corresponding Author : Mohebimajd، Ahmadreza ؛
(30 page(s) - From 253 to 282 )
Keywords:PortfolioStochastic dominanceSharpe RatioMean-VarianceMultidimensional Geometric Brownian Motion