List of Articles ریسک سیستمیک

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  1 - Measuring systemic risk and the effect of fundamental variables on it in the country's banking system
  leila barati Mirfaiz Falah Shams Farhad Ghafari Alireza Heidarzadeh Hanzaei
• Open Access Article
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  2 - Systemic risk assessment models: a better approach in Iranian financial institutions
  majid noroozi Hamid Reza Kordlouei Reza gholamijamkarani hossein Jahangirnia
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  3 - Investigating the factors affecting the determination of deposit insurance premiums among Iranian banks listed on the Iranian stock exchange and OTC
  Mohammadreza Aghamohammad semsar Saeed fallahpor saeed shirkavand Ali Forosh Bastani
• Open Access Article
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  4 - Analyzing and measuring the systemic risk between cryptocurrencies and real currencies using the value-at-risk and the marginal expected shortfall
  Zohre Rahimi Gholamreza Zomorodian Azita Jahanshad Mehdi Madanchizaj
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  5 - The pervasive risk of the financial crisis in the Iranian banking system with the ARFIMA-FIGARCH-Delta CoVaR approach and the expected marginal Shortfall
  leila barati mirfeiz falahshams farhad ghafari Alireza Heidarzadehhanzaee