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Shock Dating on Iranian Banking Network’s Balance Sheet

Author

Listed:
  • Heidari, Hadi

    (Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran)

  • Valipour Pasha, Mohammad

    (Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran)

  • Ahmadyan, Azam

    (Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran)

Abstract

The real macroeconomic instability and frequent changes in the monetary and banking regulations with financial contagion to the banks’ financial statements in the banking network of Iran cause intensified instabilities in its financial behaviors. In this paper, using statistical analysis and three-dimensional charts, we have analyzed the behavior of the

Suggested Citation

  • Heidari, Hadi & Valipour Pasha, Mohammad & Ahmadyan, Azam, 2015. "Shock Dating on Iranian Banking Network’s Balance Sheet," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 10(3), pages 123-149, July.
    • Handle: RePEc:mbr:jmonec:v:10:y:2015:i:3:p:123-149
    as

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    References listed on IDEAS

    as
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    9. Segoviano, Miguel A., 2006. "Conditional probability of default methodology," LSE Research Online Documents on Economics 24512, London School of Economics and Political Science, LSE Library.
    10. Miguel Segoviano, 2006. "Consistent Information Multivariate Density Optimizing Methodology," FMG Discussion Papers dp557, Financial Markets Group.
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