Asghar Pour, hossein

[ 1 ] - Investigating the Effects of Financial Risks with Central Bank Policy Intervention and Foreign Exchange Market Pressure on the Stability of Banking sector Based on Gerton and Ruper Model: Nonlinear Smooth Transition Regression Approach

In the present study, in the first stage, using Gerton and Roper (1977) model, the central bank policy intervention index and foreign exchange market pressure were calculated. Then, using the STAR regression model, the nonlinear effects of financial risks with policy intervention of the central bank and the pressure of the foreign exchange market on the country's banking stability are examined....