Financial Research Journal

Main Subjects = Risk Management

Investigating the effects of Intersectoral uncertainty transmission using time-varying model

Articles in Press, Accepted Manuscript, Available Online from 25 November 2023

10.22059/frj.2023.359630.1007466

hamidreza hamidi; Mirfeiz Fallah Shams; hosein jahangirnia; mojgan safa

View Article

Identification of validation indicators and Ranking of customers in micro-lending in the khavar-e-miyaneh Bank

Articles in Press, Accepted Manuscript, Available Online from 27 February 2024

10.22059/frj.2024.370376.1007551

Azadeh Ahmadi Kousha; faeg ahmadi; mohammad hossein ranjbar; Hamidreza Kordlouie

View Article

Designing a Model for Credit Risk Assessment of Customers for Guarantees Issued by the Export Guarantee Fund of Iran via Artificial Neural Network Model

Volume 25, Issue 4, 2023, Pages 641-660

10.22059/frj.2023.361963.1007488

Farshid Ahmadi Sartakhti; Kambiz Hojabr Kiani; Seyed Shamsoddin Hoseini; Abbas Memarnejad

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

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

Modeling Price Dynamics and Risk Forecasting in Tehran Stock Exchange Market: Nonlinear and Non-gaussian Models of Stochastic Volatility

Volume 25, Issue 2, 2023, Pages 275-299

10.22059/frj.2022.350231.1007402

Moslem Nilchi; Daryush Farid

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

Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory

Volume 19, Issue 2, 2017, Pages 193-216

10.22059/jfr.2017.218621.1006298

Seyed Babak Ebrahimi; Mojgan Aghaei; Negin Mohebbi

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

Risk Evaluation of Banking Index with Volatility Estimation through Stochastic Volatility Model: A Semiparametric Bayesian Approach

Volume 19, Issue 1, 2017, Pages 81-96

10.22059/jfr.2017.207047.1006201

Rasoul Sajjad; Zahra Abtahi

Estimating of value at risk and expected shortfall by using conditional extreme value approach in Tehran Securities Exchange

Volume 18, Issue 3, March 2016, Pages 437-460

10.22059/jfr.2016.62450

Alireza Saranj; Marziyeh Nourahmadii

Confidence interval Calculation & Evaluating Markov regime switching Precision for Value-at-Risk Estimation: A Case Study on Tehran Stock Exchange Index (TEDPIX)

Volume 18, Issue 3, March 2016, Pages 461-482

10.22059/jfr.2016.62451

Rasoul Sajjad; Roya Taherifar

Optimal Portfolio Prediction in Tehran Stock Market using Multi-Objective Evolutionary Algorithms, NSGA-II and MOPSO

Volume 16, Issue 2, October 2015, Pages 253-270

10.22059/jfr.2014.50715

Mahsa Rajabi; Hamid Khaloozadeh

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

Optimal design of securitization in a principal-agent relationship based on Bayesian inference for moral hazard

Volume 17, Issue 1, April 2015, Pages 123-140

10.22059/jfr.2015.50708

Ezatollah Abbasian; Mohsen Ebrahimi; Elham Farzanegan

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

Determining the Relationship between Credit Risk & Profitability in Iranian Banks

Volume 15, Issue 2, November 2013, Pages 229-246

10.22059/jfr.2013.51079

Saeed Shavvalpour; Elham Ashari

Journal Archive

Volume 26 (2024)

Volume 25 (2023)

Volume 24 (2022)

Volume 23 (2021)

Volume 22 (2020)

Volume 21 (2019)

Volume 20 (2018)

Volume 19 (2017)

Volume 18 (2016)

Volume 17 (2015)

Volume 16 (2014)

Volume 15 (2013)

Volume 14 (2012-2013)

Volume 13 (2012)

Volume 12 (2010)

Volume 11 (2010)

Volume 10 (2009)

Volume 9 (2008)

Volume 8 (2008)

Volume 7 (2006)

Volume 6 (2004)

Volume 5 (2003)

Volume 4 (1999)

Volume 3 (1996)

Volume 2 (1995)

Volume 1 (1994)