Measuring and Analysis of Systemic Risk in Iranian Banking Sector and Investigating Its Determinants
In this paper, we study systemic by using three famous systemic risk measures - MES, ΔCoVaR and SRISK- for Iranian banks that has listed in capital markets and have been active during 2013/5/4 to 2018/9/5. After calculating of these three measures, we have estimated the impact of some characteristic...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Semnan University
2019-08-01
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| Series: | مدلسازی اقتصادسنجی |
| Subjects: | |
| Online Access: | https://jem.semnan.ac.ir/article_3977_f480499add95f2c0f1d8008f79415ac2.pdf |