The Effect of Macroeconomic Shocks on the Liquidity Risk of the Banking system: MS-VAR Approach

Objective: Considering the importance and special position of the banking system in Iran's economy, it should not be overlooked that the fluctuations of macroeconomic variables affect the performance of the banking system. The biggest challenge of the banking industry is identifying and managin...

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Bibliographic Details
Main Authors: Mostafa Sargolzaei, Mahdi Safaei Ilkhchi
Format: Article
Language:fas
Published: University of Tehran 2022-12-01
Series:تحقیقات مالی
Subjects:
Online Access:https://jfr.ut.ac.ir/article_90699_0880642ca274bca60dea9b9284fce045.pdf