Main Subjects = Risk Management
Number of Articles: 25
Identification and analysis of credit and behavioral indicators: a model for ranking customers of small bank loans

Articles in Press, Accepted Manuscript, Available Online from 10 March 2025

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

Timing in Portfolio Evaluation: Evidence of capital market

Volume 16, Issue 1, April 2014, Pages 25-36

10.22059/jfr.2014.51838

Hossein Etemadi; Reza Daghani; Masoud Azizkhani; Sarah Farahbakhsh

Study of Asymmetric Risk Premium in Value and Growth Stocks Based on P/E Ratio

Volume 15, Issue 2, November 2013, Pages 181-200

10.22059/jfr.2013.51076

Mohamadreza Pourebrahimi; Ahmad Pouyanfar; Seyed Mohsen Mousavi

Using MGARCH to Estimate Value at Risk

Volume 15, Issue 2, November 2013, Pages 215-228

10.22059/jfr.2013.51078

Mohammad Reza Rostami; Fatemeh Haqiqi

Financial Research Journal

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