Main Subjects = Risk Management
Number of Articles: 30
Investigating the Impact of Macroeconomic Variables on the Systematic Risk of the Top 50 Companies in the Iranian Stock Exchange: A Bayesian Model Averaging Approach

Articles in Press, Accepted Manuscript, Available Online from 07 September 2025

10.22059/frj.2025.382691.1007647

Leila Farvizi; Sakineh Sojoodi; Hossein Asgharpour; Jafar Haghighat

Investing the Banking Risk in Encounterment with Climate Change

Articles in Press, Accepted Manuscript, Available Online from 07 February 2026

10.22059/frj.2025.402676.1007791

Mohammad Ali Dehghan Dehnavi; Meysam Amiri; Amin khorshidsavar

Operational Risk Prediction in the Banking Industry Using Machine Learning Algorithms

Volume 27, Issue 4, 2025, Pages 905-930

10.22059/frj.2025.383851.1007655

Hamed Naderi; Mohammad Ali Rastegar; Bakhtiar Ostadi; Mehrdad Kargari

Identification and Analysis of Credit and Behavioral Indicators: A Model for Ranking Retail Banking Loan Customers

Volume 27, Issue 4, 2025, Pages 960-986

10.22059/frj.2025.388263.1007692

Azadeh Ahmadi Kousha; Faegh Ahmadi; Mohammad Hossein Ranjbar; Hamid Reza Kordlouie

Examining the Effects of Intersectoral Uncertainty Transmission Using a Time-Varying Model

Volume 26, Issue 4, 2024, Pages 836-853

10.22059/frj.2023.359630.1007466

Hamidreza Hamidi; Mirfeiz Fallah Shams; Hosein Jahangirnia; Mojgan Safa

Optimizing Risk-based Stock Return Prediction in Tehran Stock Exchange industries: A Data Envelopment Analysis

Volume 26, Issue 2, 2024, Pages 347-370

10.22059/frj.2023.339775.1007309

Hamidreza Akhbari; Heydar Mohammadzadeh Salteh; Rasoul Baradaran Hassanzadeh; Mehdi Zeynali

Validation Indicator Identification and Customer Ranking in Microloans: A Study at Middle East Bank in Iran

Volume 26, Issue 2, 2024, Pages 415-438

10.22059/frj.2024.370376.1007551

Azadeh Ahmadi Kousha; Faegh Ahmadi; Mohammad Hossein Ranjbar; Hamidreza Kordlouie

Identification of Factors Affecting Project Financing Risk

Volume 25, Issue 3, 2023, Pages 485-507

10.22059/frj.2023.352427.1007423

Gholamreza Sharafi; Kiamars Fathi Hafashjani; Faegh Ahmadi

Investigating and Analyzing the Spillover Effects among Stock, Currency, Gold, and Commodity Markets: VARMA-BEKK-AGARCH Approach

Volume 25, Issue 1, 2023, Pages 88-109

10.22059/frj.2022.332526.1007248

Mohammadbagher Mohammadinejad Pashaki; Seyyedjalal Sadeghi Sharif; Mohammad Eghbalnia

Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran

Volume 19, Issue 3, 2017, Pages 475-504

10.22059/jfr.2018.246456.1006557

Saeed Mohammadiaghdam; Mohammad Hossein Ghavam; Mirfeiz Fallah Shams

Determinants of banks' risk-taking in Iran with emphasis on ownership structure

Volume 19, Issue 1, 2017, Pages 80-61

10.22059/jfr.2017.206195.1006192

Mohamad ali Dehghan dehnavi; Oveise Moharram oghli; Mahya Baei

Estimating Value at Risk of Portfolio of Oil and Gold by Copula-GARCH Method

Volume 16, Issue 2, October 2015, Pages 309-326

10.22059/jfr.2014.50711

Saeed Fallahpour; Ehsan Ahmadi

Measuring event risk

Volume 16, Issue 2, October 2015, Pages 345-358

10.22059/jfr.2014.50712

Mohammad Ali Kafaiee; Hadi Rahmani fazli

Estimation of value at risk of return in Tehran Stock Exchange using wavelet analysis

Volume 17, Issue 1, April 2015, Pages 59-82

10.22059/jfr.2015.52008

Mojtaba Rostami Noroozabad; Abdonaser Shojaei; Mohsen Khezri; Saman Rahmani Noorozabad

Financial Research Journal

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