Reza H. soureh
PhD Student in Financial Engineering, Finance and Banking Department, Management and Accounting Faculty, Allameh Tabataba'i University, Tehran, Iran
[ 1 ] - Global Economic Policy Uncertainty (GEPU) and Non-Performing Loans (NPL) in Iran\'s Banking System: Dynamic Correlation using the DCC-GARCH Approach
The aim of this article is to investigate the dynamic correlation between the Global Economic Policy Uncertainty index (GEPU) and Non-Performing Loans (NPL) in Iran. The relationship between economic uncertainty and banking performance indices is significant because of the systemic importance of banks in every economy. We evaluated this relationship in this developing country, especially under ...
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