Analysis of Collective Behavior of Iran Banking Sector by Random Matrix Theory
Banked based financial sector of Iran leads us to focus on the banking industry and its components. One of the important aspects of this industry is its coupling structure. In this paper, we have analyzed the collective behavior of Iran banking sector by Random Matrix Approach (RMT). This technique...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Iran Finance Association
2019-10-01
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| Series: | Iranian Journal of Finance |
| Subjects: | |
| Online Access: | https://www.ijfifsa.ir/article_111729_076f38c985aefe332a2059b9f8ea5802.pdf |