salehi, aboalfazl

[ 1 ] - Study of Systemic risk in the banking sector of Tehran Stock Exchange: Graph theory approach and ARMA-gjrGARCH-DCC

Banking systems are critical to economies, and their influence is significantly stronger in Iran. As a result, fragility in the country's financial system and the emergence of systemic risks in the banking system undermine the economy's stability and performance. Due to the importance of systemic risk in the banking network, this study examines the factors affecting the occurrence of systemic r...