The Impact of Exchange Rate volatility on Banking Performance (case of Iran)
Author
Abstract
Suggested Citation
DOI: 10.22111/ijbds.2020.5436
Download full text from publisher
References listed on IDEAS
- Reinhart, Carmen & Montiel, Peter, 2001. "The Dynamics of Capital Movements to Emerging Economies During the 1990s," MPRA Paper 7577, University Library of Munich, Germany.
- Jürgen von Hagen & Iulia Siedschlag, 2010.
"Managing Capital Flows: Experiences from Central and Eastern Europe,"
Chapters, in: Masahiro Kawai & Mario B. Lamberte (ed.), Managing Capital Flows, chapter 7,
Edward Elgar Publishing.
- Jurgen Von Hagen & Iulia Siedschlag, 2008. "Managing Capital Flows: Experiences from Central and Eastern Europe," Papers WP234, Economic and Social Research Institute (ESRI).
- Ricardo Caballero & Arvind Krishnamurthy, 2005.
"Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective,"
International Journal of Central Banking, International Journal of Central Banking, vol. 1(1), May.
- Ricardo Caballero & Arvind Krishnamurthy, 2004. "Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective," NBER Working Papers 10517, National Bureau of Economic Research, Inc.
- Caballero, Ricardo & Krishnamurthy, Arvind, 2005. "Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective," MPRA Paper 824, University Library of Munich, Germany.
- Masahiro Kawai & Mario B. Lamberte (ed.), 2010. "Managing Capital Flows," Books, Edward Elgar Publishing, number 13713.
- Kasman, Saadet & Vardar, Gülin & Tunç, Gökçe, 2011. "The impact of interest rate and exchange rate volatility on banks' stock returns and volatility: Evidence from Turkey," Economic Modelling, Elsevier, vol. 28(3), pages 1328-1334, May.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Keshtgar, Nafiseh & Pahlavani, Mosayeb & Mirjalili, Seyed Hossein, 2020. "The Impact of Macroprudential Policies on the Vulnerability of the Banking System: Dynamic Panel Model," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 15(4), pages 357-379.
- Keshtgar, Nafiseh & Pahlavani, Mosayeb & Mirjalili, Seyed Hossein, 2020. "The Impact of Macroprudential Policies on the Vulnerability of the Banking System: Dynamic Panel Model," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 15(4), pages 357-379, October.
- Taslima Akther & Mushfiqur Rahman & Md. Mufidur Rahman, 2023. "Factors influencing commercial bank profitability in Bangladesh: a panel data approach," Future Business Journal, Springer, vol. 9(1), pages 1-20, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Zsóka Kóczán, 2018.
"Late to the Game? Capital Flows to the Western Balkans,"
Croatian Economic Survey, The Institute of Economics, Zagreb, vol. 20(2), pages 33-67, December.
- Zsoka Koczan, 2017. "Late to the game? Capital flows to the Western Balkans," IMF Working Papers 2017/092, International Monetary Fund.
- Bozhechkova, Alexandra (Божечкова, Александра) & Goryunov, Evgeny (Горюнов, Евгений) & Sinelnikov-Murylev, Sergey (Синельников-Мурылев, Сергей) & Trunin, Pavel V. (Трунин, Павел), 2017. "Capital Controls: World Experience and Lessons for Russia [Ограничения На Движение Капитала: Мировой Опыт И Уроки Для России]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 2, pages 8-43, April.
- Frankel, Jeffrey, 2010. "Monetary Policy in Emerging Markets," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 25, pages 1439-1520, Elsevier.
- Yung Chul Park & Shinji Takagi, 2012.
"Managing Capital Flows in an Economic Community: The Case of ASEAN Capital Account Liberalization,"
Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 299-320, August.
- Park, Yung Chul & Takagi, Shinji, 2012. "Managing Capital Flows in an Economic Community: The Case of ASEAN Capital account Liberalization," ADBI Working Papers 378, Asian Development Bank Institute.
- Yung Chul Park & Shinji Takagi, 2012. "Managing Capital Flows in an Economic Community : The Case of ASEAN Capital Account Liberalization," Finance Working Papers 23329, East Asian Bureau of Economic Research.
- Yung Chul Park & Shinji Takagi, 2012. "Managing Capital Flows in an Economic Community : The Case of ASEAN Capital Account Liberalization," Governance Working Papers 23329, East Asian Bureau of Economic Research.
- Yung Chul Park & Shinji Takagi, 2012. "Managing Capital Flows in an Economic Community : The Case of ASEAN Capital Account Liberalization," Macroeconomics Working Papers 23329, East Asian Bureau of Economic Research.
- Geert Bekaert & Campbell R. Harvey, 2000.
"Capital Flows and the Behavior of Emerging Market Equity Returns,"
NBER Chapters, in: Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, pages 159-194,
National Bureau of Economic Research, Inc.
- Geert Bekaert & Campbell R. Harvey, 1998. "Capital Flows and the Behavior of Emerging Market Equity Returns," NBER Working Papers 6669, National Bureau of Economic Research, Inc.
- Valpy FitzGerald & Derya Krolzig, 2004. "Modelling the demand for emerging market assets," Money Macro and Finance (MMF) Research Group Conference 2003 29, Money Macro and Finance Research Group.
- Pirgaip, Burak & Arslan-Ayaydin, Özgür & Karan, Mehmet Baha, 2021. "Do Sukuk provide diversification benefits to conventional bond investors? Evidence from Turkey," Global Finance Journal, Elsevier, vol. 50(C).
- Sulaiman, Junaid & Masih, Mansur, 2016. "Does interest rate impact the shariah index? Malaysian evidence based on ARDL approach," MPRA Paper 106145, University Library of Munich, Germany.
- Müller-Plantenberg, Nikolas A., 2010. "Balance of payments accounting and exchange rate dynamics," International Review of Economics & Finance, Elsevier, vol. 19(1), pages 46-63, January.
- Gan-Ochir Doojav & Borkhuu Gotovsuren & Tsenddorj Dorjpurev, 2012.
"Financial Contagion and Volatile Capital Flows,"
Occasional Papers,
South East Asian Central Banks (SEACEN) Research and Training Centre, number occ56.
- Doojav, Gan-Ochir & Gotovsuren, Borkhuu & Dorjpurev, Tsenddorj, 2012. "Financial Contagion and Volatile Capital Flows," MPRA Paper 110015, University Library of Munich, Germany.
- Xiangnan Meng & Xin Deng, 2013. "Interest Rate and Foreign Exchange Sensitivity of Bank Stock Returns: Evidence from China," Multinational Finance Journal, Multinational Finance Journal, vol. 17(1-2), pages 77-106, March - J.
- Esra N. Kılcı & Burcu Kıran Baygın, 2019. "Analysis of the Relationship between Real Effective Exchange Rate, Common Equity Tier 1 Ratio and Return on Equity: Evidence from Turkey," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 7(2), pages 319-332, December.
- Maya Eden, 2019.
"International Liquidity Rents,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 31, pages 147-159, January.
- Eden, Maya, 2013. "International liquidity rents," Policy Research Working Paper Series 6462, The World Bank.
- Valpy FitzGerald & Derya Krolzig, 2003. "Modeling the Demand for Emerging Market Assets," OFRC Working Papers Series 2003fe10, Oxford Financial Research Centre.
- Reinhart, Carmen & Calvo, Guillermo & Fernandez Arias, Eduardo & Talvi, Ernesto, 2001.
"Growth and External Financing in Latin America,"
MPRA Paper
9074, University Library of Munich, Germany.
- Carmen Reinhart & Guillermo A. Calvo & Eduardo Fernández-Arias & Ernesto Talvi, 2001. "Growth and External Financing in Latin America," Research Department Publications 4277, Inter-American Development Bank, Research Department.
- Calvo, Guillermo A. & Fernández-Arias, Eduardo & Talvi, Ernesto & Reinhart, Carmen M., 2001. "Growth and External Financing in Latin America," IDB Publications (Working Papers) 1422, Inter-American Development Bank.
- Carmen Reinhart & Guillermo A. Calvo & Eduardo Fernández-Arias & Ernesto Talvi, 2001. "Crecimiento y financiamiento externo en América Latina," Research Department Publications 4278, Inter-American Development Bank, Research Department.
- Shashank Goel & V. Raveendra Saradhi, 2015. "Capital Flow Components and the Real Exchange Rate: Implications for India," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 14(2), pages 179-194, December.
- Tuna, Gulcay & Almahadin, Hamed Ahmad, 2021. "Does interest rate and its volatility affect banking sector development? Empirical evidence from emerging market economies," Research in International Business and Finance, Elsevier, vol. 58(C).
- Yuksel ILTAS & Umit BULUT, 2016. "The relationships among the returns of investment instruments: a vector autoregressive approach for Turkey," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(4(609), W), pages 273-280, Winter.
- Akhtaruzzaman, Md & Shamsuddin, Abul & Easton, Steve, 2014. "Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 378-396.
- G l ah Gen er elik, 2020. "Volatility Modelling for Tourism Sector Stocks in Borsa Istanbul," International Journal of Economics and Financial Issues, Econjournals, vol. 10(3), pages 158-165.
More about this item
Keywords
Volatility; Exchange Rate; Banks' Performance; Panel Data; Iranian Economy;All these keywords.
JEL classification:
- N10 - Economic History - - Macroeconomics and Monetary Economics; Industrial Structure; Growth; Fluctuations - - - General, International, or Comparative
- G01 - Financial Economics - - General - - - Financial Crises
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:espost:224976. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ZBW - Leibniz Information Centre for Economics (email available below). General contact details of provider: https://edirc.repec.org/data/zbwkide.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.