alireza daghighi asli Articles List

List of Articles alireza daghighi asli

Open Access Article
- Abstract Page
- Full-Text
1 - Investigating the effects of financial development, economic stability and efficiency of cooperative contracts of banks during recession and prosperity
Mohsen mirzasaf Marjan Damankeshideh manizheh hadinejad alireza daghighi mohammadreza mirzaeinejad
10.30495/jfksa.2023.22388

Financial development and stability and their relationship with economic growth are important and influential issues on economic growth. Therefore, economic experts have investigated this issue in many researches by applying various conditions. The purpose of this resea More

Financial development and stability and their relationship with economic growth are important and influential issues on economic growth. Therefore, economic experts have investigated this issue in many researches by applying various conditions. The purpose of this research is to investigate the effects of financial development, economic stability and efficiency of government cooperative contracts during recession and prosperity, which done by applying the Markov switching regime change approach based on the annual data of Iran's economy during the period of 2016-2018. The results of the model estimation show that the variables of financial and oil crises, economic and financial risk, inflation in both periods of prosperity and recession have a negative effect on the efficiency of cooperative contracts. The results show the probability of transition from one regime to another regime and the duration of the regime, if Iran's economy is in a recession at time t, it will remain in the same state despite economic and financial risks and financial and oil crises. Also, there is a 0.80 probability that Iran's economy will return to the state of recession due to other factors. The amount of exposure of Iran's economy to the period of stagnation in the current research is 21 periods against 9 periods of prosperity. Manuscript profile
Open Access Article
- Abstract Page
- Full-Text
2 - Explaining the non-linear relationship between the central bank intervention index and the profitability of commercial banks by considering the credit risk in the country's banking network
azam sadat atyabi Alireza daghighiasli Marjan Damankeshideh منیژه هادی نژاد gholamreza geraeinejad
10.30495/jfksa.2023.23083

20.1001.1.22516859.1402.16.59.9.1

The purpose of this article is to investigate the non-linear effect of the central bank's intervention index, taking into account credit risk, on the profitability of commercial banks in the country's banking network. For this purpose, the panel model with a threshold a More

The purpose of this article is to investigate the non-linear effect of the central bank's intervention index, taking into account credit risk, on the profitability of commercial banks in the country's banking network. For this purpose, the panel model with a threshold approach (PSTR) has been used based on the annual data of banks admitted to the Tehran Stock Exchange during the years 2010 to 2019. Based on the estimation results of the model in the linear part for banks admitted to the stock exchange in the first, second and third models; The growth of banking facilities, the size of the bank and the intervention of the central bank have a significant effect on profitability. Due to the confirmation of the nonlinearity of the model by the test (LM), the analysis of this part of the model has more validity. The estimation results of the non-linear part of the model (second regime) also show the existence of a significant effect of the variables; The growth of banking facilities, bank size, credit risk and central bank intervention in all three models have an effect on banks' profitability. So that for one percent increase in the growth of banking facilities, respectively; The rate of return on assets in the first model is -0.02, the rate of return on equity in the second model is -0.03, and the net interest income in the third model decreases and increases by 0.07. The increase in the intervention of the central bank has also led to a decrease in the profitability of commercial banks. Therefore, it is suggested that commercial banks act through measures such as reviewing and correcting the inhibiting factors and the speed of action in collecting existing receivables in order to reduce non-current receivables, merging the unprofitable bank with the profitable and successful bank, etc. Manuscript profile

Current Issue

Published Issues

Menu

Browse

List of Articles alireza daghighi asli