Investigating of Systematic Risk Contagion Effect among Industries listed in Tehran Stock Exchange: the Tail Event driven Network
The Tehran Stock Exchange and its industries have contributed to the risk of tail events occurring in recent years, such as the U.S. and European sanctions against Iran and the COVID-19 pandemic. Industries affected by these crises have become more connected. Crisis episodes have raised risk spread...
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| Format: | Article |
| Language: | fas |
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Alzahra University
2024-03-01
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| Series: | راهبرد مدیریت مالی |
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| Online Access: | https://jfm.alzahra.ac.ir/article_7633_c3d3665f8a22bfc0a69cfe705b1f62db.pdf |