- احمدیان، اعظم(1394)، «طراحی سیستم هشدار سریع جهت پیش بینی زمان در معرض ورشکستگی قرار گرفتن بانک‌ها»، فصلنامه علمی پژوهشی نظریه های کاربردی اقتصاد، دوره 2، شماره 4، زمستان 1394، صفحه 119-144 .
- رهنمای رودپشتی، فریدون، اله یاری، میثم(1394)، «کاربرد آزمون استرس در فرآیند اوراق بهادارسازی»،فصلنامـه علمی پژوهشی دانش سرمایه گـذاری،سال چهارم، شماره شانزدهم، زمستان 1394، صفحه25-1.
- رنجبر، محمد حسین، فلاح شمس، میر فیض، رضازاده، روح اله(1397)، « بررسی اثر نا اطمینانی نرخ ارز بر شاخص قیمت سهام و میزان سرمایه‌گذاری دربورس اوراق بهادار تهران (بااستفاده ازمدل هایGARCHو VAR)»،فصلنامـه علمی پژوهشی دانش سرمایه گـذاری،سال هفتم، شماره بیست و هفتم، پائیز 1397، صفحه23-1.
- سفید بخت، الهه، رنجبر، محمد حسین(1396)،« سر ریز نوسانات بین قیمت نفت، نرخ ارز، قیمت طلا و بازار سهام تحت فواصل زمانی و شکست ساختاری: استفاده از مدل گارچ(BEKK)و الگوریتم(ICSS)»، مجله مهندسی مالی و مدیریت اوراق بهادار، شماره سی و سوم، زمستان 1396، صفحه 37-1.
- Apostolakis, G., & Papadopoulos, A. P. (2018). Financial stress spillovers in advanced economies. Journal of International Financial Markets, Institutions and Money, 32(C),PP128–149.
- Borio, C., and Lowe, P.( 2004). Asset prices, financial and monetary stability: exploring the nexus. Available at http://www.bis.org/publ/work114.pdf.
- Campbell, J.Y., et al.,( 2017). An intertemporal CAPM with stochastic volatility. J. Financ. Econ., Forthcoming.
- Cevik,E ., et al.,( 2016). Financial stress and economic activity in some emergingAsian economies, Research in International Business and Finance 36,PP127–139.
- Cambon, I., Estevez, L.,( 2016). A Spanish Financial Market Stress Index (FMSI). The Spanish Review of Financial Economics,14,Vol.9, pp23-41.
- Caldarelli, R., Elekdag, S.A., Lall, S., (2009).Financial Stress, Downturns, and Recoveries.International Monetary Fund, Working Paper WP/09/100.
- Davig, T., and Hakkio, C. (2010). What is the effect of financial stress on economic activity. Available at http://ideas.repec.org/a/fip/fedker/y2010iqiip35-62nv.95no.2.html.
- Evgenidis,A., & Tsagkanos,A.(2017).Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach, International Review of Financial Analysis 51 ,PP 69–81
- Ferrer,R., et al.,( 2018). Interactions between financial stress and economic activity for the U.S.A time-and frequency-varying analysis using wavelet.PhysicaA,492,pp446-462
- Galvao,A.,&Owyang,M.(2018). Financial Stress Regimes and the Macroeconomy, Journal of Money, Credit and Banking, Vol50, Issue7,PP 1479-1505
- Gilchrist, S., Yankov, V., & Zakrajsek, E. (2012). Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets. Journal of Monetary Economics, 56,PP 471–493.
- Huotari, J. (2015). Measuring financial stress–A country specific stress index for Finland.
- Hollo, D., Kremer, M., Lo, M., & Duca, M. (2012). CISS – A composite indicator of systemic.stress in the financial system. European Central Bank working paper series no. 1426.
- Illing, M., Liu, Y., (2006). Measuring financial stress in a developed country: an appli-cation to Canada. J. Financ. Stab. 2 (4), PP243–265.
- Jung Kuo,CH., et al,(2016), A Robust Set of Indicators for the Financial Stress and Financial Stability: Taiwan’s Case Studies. International Journal of Financial Research, Vol. 7, No. 1;pp 172-188
- Mittnik, S., & Semmler, W. (2013). The real consequences of financial stress. Journal of Economic Dynamics and Control, 37(8), pp1479–1499.
- Nelson, W.R., and Perli, R.( 2005). Selected Indicators of Financial Stability. Available athttp://www.ecb.europa.eu/events/pdf/conferences/jcbrconf4/Perli.pdf.
- Roye, B.V.( 2013).Financial Stress and Economic Activity in Germany, Available at http://rcea-canada.org/pages/may_2012_rimini/papers/van%20Roye.pdf.
- Roye, B.V.( 2011). Financial Stress and Economic Activity in Germany and the Euro Area. Available at http://www.ifw-members.ifw-kiel.de/publications/financial-stress-and-economic-activity-in-germany-and-the-euro-area/financial-stress-and-economic-activity-in-germany-and-the-euro-area.pdf.
- Stona, F., et al.,( 2018). Economic dynamics during periods of financial stress: Evidences from Brazil ,International Review of Economics and Finance55 PP130–144
- Zhang,Y.,( 2017). Asset price risk, banks and markets. Finance Research Letters 21.PP21-25.
- Polat O, Ozkan I, (2019), Transmission mechanisms of financial stress into economic activity in Turkey, Journal of Policy Modeling
|
1؛ هاشم نیکو مرام2؛ میرفیض فلاح شمس
3
