Assessing the Systemic Risk in the Financial System of Iran using Granger Causality Network Method
<strong>Objective:</strong> Systemic risk occurs when failure or crisis in a particular segment of a market propagates to other segments and develops into a pervasive crisis, so that the loss incurred by one or more influential major institutions spreads to others.The precise and timely...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
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University of Tehran
2019-05-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_71568_e6f7b6fb61827f0784b14d530ca6db98.pdf |