Investigating the Financial Risk Spillover in Banks Accepted in Tehran Stock Exchange Market through MGARCH Approach
Objective: Considering the remarkable role of the banking industry in the economies, determining the financial risks and the spillover mechanism between banks is of particular importance. The goal of this research is to study the spillover of financial risks such as credit, liquidity, and market ris...
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| Main Authors: | , |
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| Format: | article |
| Language: | FA |
| Published: |
University of Tehran
2021
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| Subjects: | |
| Online Access: | https://doaj.org/article/0b2084c20e9048c6bf6fac5418335cda |
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