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The Impact of Regulatory Policies on Volatility under Prudential Framework

Author

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  • Biabani, Jahangir

    (Payam Noor University)

  • Valipour Pasha, Mohammad

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

Abstract

Utilizing finance conceptual framework, this paper applies a Frontier-Volatility analysis to illuminate regulatory policies effects on volatility under Iranian Banking Prudential Framework over the period 2003 to 2015 using the raw database collected, classified and compiled by the Rahavard Novin Co. version 3, Securities and Stock Exchange Organization. Findings portray that

Suggested Citation

  • Biabani, Jahangir & Valipour Pasha, Mohammad, 2016. "The Impact of Regulatory Policies on Volatility under Prudential Framework," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 11(1), pages 53-70, January.
    • Handle: RePEc:mbr:jmonec:v:11:y:2016:i:1:p:53-70
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