University of Tehran Electronic Journals Database


1.	Evaluating the Effect of Bank Characteristics on Bank Lending Channel: A Factor-augmented Vector Autoregressive (FAVAR) Approach
	Pages 1-25
	Javad Serkanian; Reza Raei; Saeid Shirkavand; Ezatollah Abbasian
	View Article PDF 715.85 K

2.	Developing an Algorithm for Detecting Suspicious Trades in Tehran Stock Exchange Based on Spoof Trading Model
	Pages 26-62
	Reza Tehrani; Saeed Fallahpour; Hamid Nouralidokht
	View Article PDF 941.4 K

3.	Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry
	Pages 63-87
	Mohammad Javad Nourahmadi; Marziyeh Norahmadi
	View Article PDF 826.5 K

4.	Investigating and Analyzing the Spillover Effects among Stock, Currency, Gold, and Commodity Markets: VARMA-BEKK-AGARCH Approach
	Pages 88-109
	Mohammadbagher Mohammadinejad Pashaki; Seyyedjalal Sadeghi Sharif; Mohammad Eghbalnia
	View Article PDF 624.88 K

5.	Credit Rating and Cost of Capital
	Pages 110-126
	Ali Rahmani; Mona Parsaei; Golshan Mohammadi Khanghah
	View Article PDF 539.82 K

6.	The Effect of Investors' Destructive Behaviors on the Managers’ Myopia
	Pages 127-151
	Ali Tamoradi; Reza Rostaminia; Zainab Rezaee; Amin Noshadi
	View Article PDF 624.08 K

7.	Comparison of Markowitz Model and DCC-tCopula-LVaR for Portfolio Optimization in the Tehran Stock Exchange
	Pages 152-179
	Gholamreza Taghizadegan; Gholamreza Zomorodian; Mirfeiz Fallahshams; Rasoul Saadi
	View Article PDF 1.09 M

Evaluating the Effect of Bank Characteristics on Bank Lending Channel: A Factor-augmented Vector Autoregressive (FAVAR) Approach