List of Articles Systemic Risk

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  1 - Analyzing the systemic risk of banking industry by using EMD and GRA based on the dynamic complex network approach.
  ali NAMAKI Hadis Khalili
• Open Access Article
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  2 - A framework for measuring and predicting system risk with the conditional value at risk approach
  Ja'far Baba Jani M. Taghi Taghavi Fard Amin Ghazali
• Open Access Article
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  3 - Systemic risk transmission in Iranian financial markets
  Sara Vahabzadeh Mirfeiz Fallah Shams Layalestani Mehdi Madanchi Zaj amir reza keyghobadi
• Open Access Article
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  4 - 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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  5 - Investigating the effect of risk and competitiveness indicators of banks on systemic risk with the marginal expected shortfall (MES) approach using the GMM model
  meysam fadaee vahed mohammad Ali Dehghan Dehnavi ali divandari meysam amiry
• Open Access Article
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  6 - Systemic risk assessment models: a better approach in Iranian financial institutions
  majid noroozi Hamid Reza Kordlouei Reza gholamijamkarani hossein Jahangirnia
• Open Access Article
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  7 - 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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  8 - Investigating the effect of risk and competitiveness indicators of the banking industry on the index of economic growth and consumer inflation in iran’s economy
  meysam fadaee vahed mohammad Ali Dehghan Dehnavi ali divandari meysam amiry
• Open Access Article
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  9 - Presenting an Entropy-Based Systemic Risk Warning Model
  Mahmood Nasrollahi Majid  Zanjirdar Majid Davoudi Nasr
• Open Access Article
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  10 - The Effects of Liquidity Creation on Systemic Risk: by Concentration on Banks Balance Sheet Structure
  somaye sadeghi
  10.30495/eco.2023.1983098.2740
• Open Access Article
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  11 - 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
• Open Access Article
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  12 - Investigating implementation of fintech technologies and systemic risks in the banking network
  rahman rahimi fatemeh sarraf mahbobeh jafari bijan safavi
• Open Access Article
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  13 - Systemic Risk Contagion Mechanism in Iran Financial System: Money and Capital Markets
  Vahid Mirzaei Badizi Ali Souri Mehdi Naji Nafisa Baharadmehr
  10.30495/fed.2023.700118
• Open Access Article
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  14 - 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
• Open Access Article
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  15 - Measuring the severity size and direction of fluctuations or exchange rate shocks in the money, capital and insurance markets
  Sara Vahabzadeh Mir Feiz Fallah Amirreza Keyghobadi Mehdi Maadanchi
• Open Access Article
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  16 - Financial Contagion Investigation of the Systemic Risk of Currency and Cryptocurrency in the Global Financial Markets (BEKK Approach)
  Ali Baghban Reza Gholami Jamkarani Mir Feyz Fallah Hamidreza Kordlouie
• Open Access Article
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  17 - Modelling of appropriate pattern in order to forecast systemic liquidity risk of corporate stocks in capital market of Iran, by using multivariate GARCH models and Markov switching approach
  Seied Hamid Reza Sadat Shekarab Fereydon Ohadi mohsen Seighaly Mirfaze Fallah
• Open Access Article
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  18 - Using the Wavelet neural networks to determine and evaluate the effects of systematic risk on financial returns of stock
  gholamreza zomorodian shahrzad kashanitabar fatemeh khaksariyan
• Open Access Article
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  19 - The evaluation of Systemic Risk in the Iran Banking System by Delta Conditional Value at Risk ( CoVaR) Criterion
  asadollah farzinvash naser elahi javad gilanipour Ghadir Mahdavi