Investigation the financial risk contagion between Iran and selected financial partners
The purpose of this study is to study the financial interactions between financial markets of selected financial partner of Iran, including China, France, Germany, Italy and the UAE. For this purpose, the VAR model has been used. Financial risk data is collected annually (from 1984 to 2017). The res...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
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Semnan University
2019-01-01
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| Series: | مدلسازی اقتصادسنجی |
| Subjects: | |
| Online Access: | https://jem.semnan.ac.ir/article_3950_318deca5e103d1bfb90c285bde14f836.pdf |
| _version_ | 1797296671149785088 |
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| author | Habib Ansari Samani Hadis Heydarpoor |
| author_facet | Habib Ansari Samani Hadis Heydarpoor |
| author_sort | Habib Ansari Samani |
| collection | DOAJ |
| description | The purpose of this study is to study the financial interactions between financial markets of selected financial partner of Iran, including China, France, Germany, Italy and the UAE. For this purpose, the VAR model has been used. Financial risk data is collected annually (from 1984 to 2017). The results indicated that there was a positive and two-side relationship between the financial risk fluctuations between Iran and China, the UAE and Italy, the United Arab Emirates and China during the period under review. In addition, financial risk aversion was observed one- side from Iran to Italy and the UAE to France and China to the UAE. Also, financial risk aversion from Germany to China, Iran, Italy, and the United Arab Emirates was seen one-side, in other cases, there was not Fluctuation overflow. Ultimately, it could be said that Germany was only country affected by risk of the other countries. |
| first_indexed | 2024-03-07T22:08:08Z |
| format | Article |
| id | doaj.art-66b89c5bfa6e4ed9ab2f4b435a40fff4 |
| institution | Directory Open Access Journal |
| issn | 2345-654X 2821-2150 |
| language | fas |
| last_indexed | 2024-03-07T22:08:08Z |
| publishDate | 2019-01-01 |
| publisher | Semnan University |
| record_format | Article |
| series | مدلسازی اقتصادسنجی |
| spelling | doaj.art-66b89c5bfa6e4ed9ab2f4b435a40fff42024-02-23T18:38:54ZfasSemnan Universityمدلسازی اقتصادسنجی2345-654X2821-21502019-01-01419311910.22075/jem.2019.17656.12973950Investigation the financial risk contagion between Iran and selected financial partnersHabib Ansari Samani0Hadis Heydarpoor1Assistant Professor, Economic Departament, Economics, management and accounting Faculty, Yazd UniversityMa Student, Economics, management and accounting Faculty, Yazd UniversityThe purpose of this study is to study the financial interactions between financial markets of selected financial partner of Iran, including China, France, Germany, Italy and the UAE. For this purpose, the VAR model has been used. Financial risk data is collected annually (from 1984 to 2017). The results indicated that there was a positive and two-side relationship between the financial risk fluctuations between Iran and China, the UAE and Italy, the United Arab Emirates and China during the period under review. In addition, financial risk aversion was observed one- side from Iran to Italy and the UAE to France and China to the UAE. Also, financial risk aversion from Germany to China, Iran, Italy, and the United Arab Emirates was seen one-side, in other cases, there was not Fluctuation overflow. Ultimately, it could be said that Germany was only country affected by risk of the other countries.https://jem.semnan.ac.ir/article_3950_318deca5e103d1bfb90c285bde14f836.pdffluctuation overflowvector auto regression modelfinancial risk |
| spellingShingle | Habib Ansari Samani Hadis Heydarpoor Investigation the financial risk contagion between Iran and selected financial partners مدلسازی اقتصادسنجی fluctuation overflow vector auto regression model financial risk |
| title | Investigation the financial risk contagion between Iran and selected financial partners |
| title_full | Investigation the financial risk contagion between Iran and selected financial partners |
| title_fullStr | Investigation the financial risk contagion between Iran and selected financial partners |
| title_full_unstemmed | Investigation the financial risk contagion between Iran and selected financial partners |
| title_short | Investigation the financial risk contagion between Iran and selected financial partners |
| title_sort | investigation the financial risk contagion between iran and selected financial partners |
| topic | fluctuation overflow vector auto regression model financial risk |
| url | https://jem.semnan.ac.ir/article_3950_318deca5e103d1bfb90c285bde14f836.pdf |
| work_keys_str_mv | AT habibansarisamani investigationthefinancialriskcontagionbetweeniranandselectedfinancialpartners AT hadisheydarpoor investigationthefinancialriskcontagionbetweeniranandselectedfinancialpartners |