Assessing the Systemic Risk in the Financial Sub-Systems of Iran, using Nonlinear Granger Method
Objective: The Financial Crisis of 2007–2009 has created a renewed interest in systemic risk. The systemic risk is the result of a systemic relationship among financial institutions (Banks, Brokers, and Insurers). Recognition of systemic relationships among financial sub-systems of each country is a...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Isfahan
2019-06-01
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| Series: | Journal of Asset Management and Financing |
| Subjects: | |
| Online Access: | https://amf.ui.ac.ir/article_23245_18f856bd26d076a02397c4ea195b28b4.pdf |