The Effect of Macroeconomic Shocks on the Liquidity Risk of the Banking system: MS-VAR Approach

Volume 24, Issue 4, 2023, Pages 528-576

10.22059/frj.2022.340169.1007312

Mostafa Sargolzaei; Mahdi Safaei Ilkhchi

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The Impact of Dividend Policy on Liquidity Risk Components Based on Covariance Decomposition

Volume 25, Issue 3, 2023, Pages 410-432

10.22059/frj.2023.348773.1007392

Hamidreza Moazeni; Saeed Fathi

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Comparison of Markowitz Model and DCC-tCopula-LVaR for Portfolio Optimization in the Tehran Stock Exchange

Volume 25, Issue 1, 2023, Pages 152-179

10.22059/frj.2022.342896.1007333

Gholamreza Taghizadegan; Gholamreza Zomorodian; Mirfeiz Fallahshams; Rasoul Saadi

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Investigating the Financial Risk Spillover in Banks Accepted in Tehran Stock Exchange Market through MGARCH Approach

Volume 23, Issue 1, 2021, Pages 87-107

10.22059/frj.2020.304816.1007033

Mirfeiz Fallah Shams; Abbas Banisharif

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An Investigation on liquidity Risk in Bullish and Bearish of Tehran Security Exchange Market: Insights from liquidity-adjusted CAPM

Volume 21, Issue 2, 2019, Pages 293-320

10.22059/frj.2019.288337.1006919

Mohammad Osoolian; Mohammad Hassannezhad; Pedram Samiee Tabrizi

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Asset- Liability Management at Banking System:A proposed Optimization Model, Using a Jointly Combination of GP and AHP Approach, Case Study: KARAFARIN Private Bank

Volume 8, Issue 22, January 2008

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